The data is a snapshot of the limit order book for a stock RELIANCE trading on the National Stock Exchange of India on 1st January 2009. The snapshot has been taken at 11AM. The data consists of pairs of limit order price-limit order quantity present in the limit order book at the time.
The snaphot pertains to the ask side of the limit order book and hence, the limit prices are arranged in increasing order of price priority.
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data.frame (8561 x 2)
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