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High-frequency financial data

The dataset used in this paper is a high-frequency financial data, which includes the second-by-second transaction price data of four giant corporations: Apple (APPL), Facebook (FB), Intel (INTC), and Microsoft (MSFT).

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Cite this as

Qiang Liu, Zhi Liu (2024). Dataset: High-frequency financial data. https://doi.org/10.57702/8gh3v7j1

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It is available for use in manuscripts, and will be published when the Dataset is made public.

Additional Info

Field	Value
Created	December 16, 2024
Last update	December 16, 2024
Defined In	https://doi.org/10.48550/arXiv.2205.15738
Author	Qiang Liu
More Authors	Zhi Liu
Homepage	https://lobsterdata.com