| sampleQDataRaw {highfrequency} | R Documentation |
Sample of raw quotes for stock XXX for 2 days measured in microseconds
Description
A data.table object containing the raw quotes the pseudonymized stock XXX for 2 days, in the typical NYSE TAQ database format.
Usage
sampleQDataRaw
Format
data.table object
[Package highfrequency version 1.0.1 Index]