highfrequency (version 1.0.1)

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

Description

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

Usage

sampleQData

Format

data.table object

Examples

if (FALSE) {
# The code to create the sampleQData dataset from raw data is
sampleQData <- quotesCleanup(qDataRaw = sampleQDataRaw,
                                         exchanges = "N", type = "standard", report = FALSE)
}