Level-I data for BAC and CVX
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资源简介：
This data is 1 month of Level-I quotes for BAC and CVX for the dates 20110301-20110331.
The data used in this paper are extracted from the Thomson-Reuters TRTH database. They were provided to me by the Chair of Quantitative Finance at Centrale Supélec, Frederic Abergel.
创建时间：
2018-04-18
