R/data.R

In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L

#' Prices of random security ABC for a full trading day.
#'
#' To be used for among other things testing the TCA models being
#' added to blotter as part of GSoC 2019 by Vito Lestingi.
#'
#' @format An xts object with 163,936 rows and 2 variables:
#' \describe{
#'   \item{TradePrice}{price in cents}
#'   \item{TradeVolume}{traded volume}
#'   ...
#' }
#' @source \url{}
"ABC"