XCBT_C_FUT_110110: Best Bid Best Offer Data for Corn Futures Data from the CME...

Description Usage Format Details

Description

This top-of-the book data set for January 1, 2011 is the BBO data sample provided by the CME Datamine historical archive.

Usage

1
data("corn_110110")

Format

A data table.

x

a numeric vector

y

a numeric vector

Details

This exaple data set has already been processed as an .rda file. The raw data provided by the CME Group is a fixed width file.


ProfMalloryResearch/BBOToolkit documentation built on May 8, 2019, 3:23 a.m.