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

DOI retrieved: December 16, 2024

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