sbux.xts


  Tick data for Starbucks 2011/07/01, cleaned with <code><a rd-options="" href="/link/tradesCleanup?package=highfrequency&version=0.4" data-mini-rdoc="highfrequency::tradesCleanup">tradesCleanup</a></code>.


datasets

Provide functionality to manage, clean and match highfrequency
trades and quotes data, calculate various liquidity measures, estimate and
forecast volatility, and investigate microstructure noise and intraday
periodicity.

sbux.xts: Starbucks Data

Description

Usage

Arguments

Examples