sampleTData dataset

Sample of cleaned trades for stock XXX for 2 days

highfrequency package Read PDF manual

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

About the dataset

Number of rows: 7168
Number of columns: 5
Class: data.table, data.frame

Column names and types

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