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highfrequency (version 0.7.0.1)

sampleQDataRawMicroseconds: Sample of raw quotes for stock XXX for 2 days measured in microseconds

Description

An imaginary xts object containing the raw quotes for stock XXX for 2 days, in the typical NYSE TAQ database format.

Usage

sampleQDataRawMicroseconds

Arguments

Format

data.table object