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  1. highfrequency::sampleMultiTradeData
    Multivariate tick by tick data
    csv| xlsx| json| ndjson| rda| rds
    data.table|43581 x 4
  2. highfrequency::sampleOneMinuteData
    One minute data
    csv| xlsx| json| ndjson| rda| rds
    data.table|8602 x 3
  3. highfrequency::sampleQData
    Sample of cleaned quotes for stock XXX for 2 days measured in microseconds
    csv| xlsx| json| ndjson| rda| rds
    data.table|46564 x 8
  4. highfrequency::sampleQDataRaw
    Sample of raw quotes for stock XXX for 2 days measured in microseconds
    csv| xlsx| json| ndjson| rda| rds
    data.table|131401 x 7
  5. highfrequency::sampleTData
    Sample of cleaned trades for stock XXX for 2 days
    csv| xlsx| json| ndjson| rda| rds
    data.table|7168 x 5
  6. highfrequency::sampleTDataEurope
    European data
    csv| xlsx| json| ndjson| rda| rds
    data.table|33488 x 5
  7. highfrequency::sampleTDataRaw
    Sample of raw trades for stock XXX for 2 days
    csv| xlsx| json| ndjson| rda| rds
    data.table|77263 x 7
  8. highfrequency::SPYRM
    SPY realized measures
    csv| xlsx| json| ndjson| rda| rds
    data.table|1495 x 14