sample_real5minprices

An xts object containing the 5-min aggregated imaginary price series for the trading
 days between 2005-03-04 and 2005-06-01.

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_real5minprices: Sample of imaginary price data for 61 days

Description

Usage

Arguments

format