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 July 31, 2017, 1:02 a.m.