sample_tdata: Sample of cleaned trades for stock XXX for 1 day

Description Usage Format

Description

An xts object containing the trades for the imaginary stock XXX for 1 day, in the typical NYSE TAQ database format. This is the cleaned version of the data sample sample_tdataraw, using tradesCleanup.

Usage

1
data("sample_tdata")

Format

xts object



highfrequency documentation built on May 19, 2017, 11:49 a.m.
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