sampleQDataRaw: Sample of raw quotes for stock XXX for 2 days measured in...
In jonathancornelissen/highfrequency: Tools for Highfrequency Data Analysis
sampleQDataRaw R Documentation
Sample of raw quotes for stock XXX for 2 days measured in microseconds
Description
A data.table object containing the raw quotes the pseudonymized stock XXX for 2 days, in the typical NYSE TAQ database format.
Usage
sampleQDataRaw
Format
data.table object
jonathancornelissen/highfrequency documentation built on Jan. 10, 2023, 7:29 p.m.
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| sampleQDataRaw | R Documentation |
Sample of raw quotes for stock XXX for 2 days measured in microseconds
Description
A data.table object containing the raw quotes the pseudonymized stock XXX for 2 days, in the typical NYSE TAQ database format.
Usage
sampleQDataRaw
Format
data.table 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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