previoustick

See <code><a rd-options="" href="/link/aggregatets?package=highfrequency&version=0.5" data-mini-rdoc="highfrequency::aggregatets">aggregatets</a></code>.

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.

Kris Boudt

highfrequency

Tools for Highfrequency Data Analysis

previoustick function

See <code><a rd-options='' href='aggregatets'>aggregatets</a></code>.

previoustick:

Description

Arguments