lltc.xts

Tick data for LLTC 2011/07/01, cleaned with <code><a href="/link/tradesCleanup?package=highfrequency&version=0.2" rd-options="" data-mini-rdoc="highfrequency::tradesCleanup">tradesCleanup</a></code>.

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.

lltc.xts: LLTC Data

Description

Usage

Arguments

Examples