sample_tdata: Sample of cleaned trades for stock XXX for 1 day
In highfrequency: Tools for Highfrequency Data Analysis
Description
An xts object containing the trades for the imaginary stock XXX for 1 day, in the typical NYSE TAQ database format.
This is the cleaned version of the data sample sample_tdataraw, using tradesCleanup.
Usage
1
data("sample_tdata")
Format
xts object
highfrequency documentation built on May 2, 2019, 6:09 p.m.
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Description
An xts object containing the trades for the imaginary stock XXX for 1 day, in the typical NYSE TAQ database format.
This is the cleaned version of the data sample sample_tdataraw, using tradesCleanup.
Usage
1 | data("sample_tdata")
|
Format
xts 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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