TFtaq: Treasury Future's TAQ data in 2015-12-25

Description Usage Format Details

Description

A dataset containing all the TAQ informations. The variables are as follows:

Usage

1

Format

A data frame with 19178 rows and 55 variables

Details


chenhaotian/High-Frequency-Trading-Simulation-System documentation built on April 18, 2018, 9:24 p.m.