sampleMultiTradeData dataset

Multivariate tick by tick data

highfrequency package Read PDF manual

Maintainer: Kris Boudt
License: GPL (>= 2)
Last published: 2026-01-08

About the dataset

Number of rows: 43581
Number of columns: 4
Class: data.table, data.frame

Column names and types

DT:POSIXctPOSIXt
SYMBOL:character
PRICE:numeric
SIZE:integer