NBBO_NVDIA
收藏DataCite Commons2022-12-22 更新2024-07-29 收录
下载链接：
https://figshare.com/articles/dataset/NBBO_NVDIA/21767384/1
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资源简介：
The mid price process of NVIDA from 2016 to 2019 based on National Best Bid and Offer prices. In addition, the price process is filtered (sparsely observed) by 0.1-seconds to remove market microstructure noise. The files are divided daily. Time lines is from the openning of the market to closing. The inter_arrival column is for the inter arrival between mid price changes. The type column represents the direction, 1 for up and 2 for down. The mark column represent that the size of movement is how many times of the minmum tick size.
提供机构：
figshare
创建时间：
2022-12-22
