sampleMultiTradeData: Multivariate tick by tick data
In highfrequency: Tools for Highfrequency Data Analysis
sampleMultiTradeData R Documentation
Multivariate tick by tick data
Description
Cleaned Tick by tick data for a sector ETF, called ETF and two stock components of that ETF,
these stocks are named AAA and BBB.
Usage
sampleMultiTradeData
Format
A data.table object
highfrequency documentation built on Dec. 8, 2025, 5:07 p.m.
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| sampleMultiTradeData | R Documentation |
Multivariate tick by tick data
Description
Cleaned Tick by tick data for a sector ETF, called ETF and two stock components of that ETF,
these stocks are named AAA and BBB.
Usage
sampleMultiTradeData
Format
A data.table object
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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