hfdata dataset

High-frequency trade-data

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Maintainer: Montasser Ghachem
License: GPL (>= 3)
Last published: 2023-03-20

About the dataset

Number of rows: 100000
Number of columns: 5
Class: data.frame

Column names and types

timestamp:POSIXctPOSIXt
price:numeric
volume:numeric
bid:numeric
ask:numeric