sampleOneMinuteData

<p>One minute data price of one stock and a market proxy. This is data from the US market.</p>

datasets

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

Kris Boudt

highfrequency

Tools for Highfrequency Data Analysis

Jonathan Cornelissen

Scott Payseur

Giang Nguyen

Onno Kleen

Emil Sjoerup

sampleOneMinuteData function

Format

One minute data — sampleOneMinuteData

One minute data

sampleOneMinuteData: One minute data

Description

Usage

Arguments

Format