sampleTDataRaw: Sample of raw trades for stock XXX for 2 days

sampleTDataRawR Documentation

Sample of raw trades for stock XXX for 2 days

Description

An imaginary data.table object containing the raw trades the pseudonymized stock XXX for 2 days, in the typical NYSE TAQ database format.

Usage

sampleTDataRaw

Format

A data.table object.


jonathancornelissen/highfrequency documentation built on Jan. 10, 2023, 7:29 p.m.