sampleTDataRaw {highfrequency}R Documentation

Sample of raw trades for stock XXX for 2 days

Description

An imaginary data.table object containing the raw trades the pseudonymized stock XXX for 2 days, in the typical NYSE TAQ database format.

Usage

sampleTDataRaw

Format

A data.table object.


[Package highfrequency version 1.0.1 Index]