previoustick

<p>See <code><a rd-options="" href="/link/aggregatets?package=highfrequency&version=0.5.3" data-mini-rdoc="highfrequency::aggregatets">aggregatets</a></code>.</p>

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

Maarten Schermer

previoustick function

<p>See <code><a rd-options='' href='aggregatets'>aggregatets</a></code>.</p>

previoustick: previoustick (internal function)

Description

Arguments