Demo source code XLQ to get Yahoo Finance Bid and Ask in DotNet CSharp
Demo source code XLQ to get Yahoo Finance Bid and Ask in DotNet CSharp
High frequency market data in R with realized volatility, spread, trade direction, bid/ask spread, calendar patterns with tick pattern
High frequency market data in R with realized volatility, spread, trade direction, bid/ask spread, calendar patterns with tick pattern This is a pretty good tutorial PDF: http://faculty.washington.edu/ezivot/research/hfanalysis.pdf Get the data from: http://faculty.washington.edu/ezivot/splus.htm This is hinted at the bottom of page2.Ensure to load the RTAQ R package from CRAN for use to load the data. Note […]