sampleQData: Sample of cleaned quotes for stock XXX for 2 days measured in...
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sampleQData R Documentation
Sample of cleaned quotes for stock XXX for 2 days measured in microseconds
Description
A data.table object containing the quotes for the pseudonymized stock XXX for 2 days. This is the cleaned version of the data sample sampleQDataRaw, using quotesCleanup.
Usage
sampleQData
Format
data.table object
Examples
## Not run:
# The code to create the sampleQData dataset from raw data is
sampleQData <- quotesCleanup(qDataRaw = sampleQDataRaw,
exchanges = "N", type = "standard", report = FALSE)
## End(Not run)
highfrequency documentation built on Oct. 4, 2023, 5:08 p.m.
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| sampleQData | R Documentation |
Sample of cleaned quotes for stock XXX for 2 days measured in microseconds
Description
A data.table object containing the quotes for the pseudonymized stock XXX for 2 days. This is the cleaned version of the data sample sampleQDataRaw, using quotesCleanup.
Usage
sampleQData
Format
data.table object
Examples
## Not run:
# The code to create the sampleQData dataset from raw data is
sampleQData <- quotesCleanup(qDataRaw = sampleQDataRaw,
exchanges = "N", type = "standard", report = FALSE)
## End(Not run)
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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