sampleQDataRaw: Sample of raw quotes for stock XXX for 2 days measured in...
In highfrequency: Tools for Highfrequency Data Analysis
sampleQDataRaw R Documentation
Sample of raw quotes for stock XXX for 2 days measured in microseconds
Description
A data.table object containing the raw quotes the pseudonymized stock XXX for 2 days, in the typical NYSE TAQ database format.
Usage
sampleQDataRaw
Format
data.table object
highfrequency documentation built on Dec. 8, 2025, 5:07 p.m.
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.
| sampleQDataRaw | R Documentation |
Sample of raw quotes for stock XXX for 2 days measured in microseconds
Description
A data.table object containing the raw quotes the pseudonymized stock XXX for 2 days, in the typical NYSE TAQ database format.
Usage
sampleQDataRaw
Format
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.