highfrequency (version 0.7.0.1)

sampleQDataMicroseconds: Sample of cleaned quotes for stock XXX for 2 days measured in microseconds

Description

A data.table object containing the raw quotes for the imaginary stock XXX for 2 days. This is the cleaned version of the data sample sampleQDataRawMicroseconds, using quotesCleanup.

Usage

sampleQDataMicroseconds

Format

data.table object

Examples

# NOT RUN {
# The code to create the sampleQDataMicroseconds dataset from raw data is
sampleQDataMicroseconds <- quotesCleanup(qDataRaw = sampleQDataRawMicroseconds,
                                         exchanges = "N", type = "standard", report = FALSE)
# }