sample_qdata: Sample of cleaned quotes for stock XXX for 1 day
In R-Finance/RTAQ: RTAQ: Tools for the analysis of trades and quotes in R
Description
An xts object containing the raw quotes 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_qdataraw, using quotesCleanup.
Usage
1
data("sample_qdata")
Format
xts object
R-Finance/RTAQ documentation built on May 8, 2019, 4:48 a.m.
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Description
An xts object containing the raw quotes 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_qdataraw, using quotesCleanup.
Usage
1 | data("sample_qdata")
|
Format
xts 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.
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