| sampleMultiTradeData {highfrequency} | R Documentation |
Multivariate tick by tick data
Description
Cleaned Tick by tick data for a sector ETF, called ETF and two stock components of that ETF,
these stocks are named AAA and BBB.
Usage
sampleMultiTradeData
Format
A data.table object
[Package highfrequency version 1.0.1 Index]