sample_tdataraw

An imaginary xts object containing the raw trades for stock XXX for 1 day, in the typical NYSE TAQ database format.

datasets

The highfrequency package contains an extensive toolkit
        for the use of highfrequency financial data in R. It contains
        functionality to manage, clean and match highfrequency trades
        and quotes data. Furthermore, it enables users to: calculate
        easily various liquidity measures, estimate and forecast
        volatility, and investigate microstructure noise and intraday
        periodicity.

sample_tdataraw: Sample of raw trades for stock XXX for 1 day

Description

Usage

Arguments

format