sample_real5minprices

<p>An xts object containing the 5-min aggregated imaginary price series for the trading
 days between 2005-03-04 and 2005-06-01.</p>

datasets

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

sample_real5minprices function

Format

Sample of imaginary price data for 61 days — sample_real5minprices

Sample of imaginary price data for 61 days

sample_real5minprices: Sample of imaginary price data for 61 days

Description

Usage

Arguments

Format