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]