sampleTDataRaw: Sample of raw trades for stock XXX for 2 days

sampleTDataRawR Documentation

Sample of raw trades for stock XXX for 2 days

Description

An imaginary data.table object containing the raw trades the pseudonymized stock XXX for 2 days, in the typical NYSE TAQ database format.

Usage

sampleTDataRaw

Format

A data.table object.


highfrequency documentation built on Dec. 8, 2025, 5:07 p.m.