USD/euro FX (foreign exchange) trade: number of worldwide transactions recorded per 5-minute intervals in July 2010. The data set contains four full weekly cycles (plus three days at the beginning of July 2010), a weekly cycle lasting from Sunday, 21:00, to Friday, 20:55. The number of transactions between Friday, 21:00, and Sunday, 20:55, is 0 or close to 0. For these intervals, variable
Derived from data delivered by Morning Star.
A data frame of two columns:
|date||:||date and GMT time (resolution: 5 minutes),|
|transactions||:||number of transactions in the 5-minute interval|
|starting with the time indicated|
|active||:||trade activity indicator|
Morning Star, http://www.morningstar.com/
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