RT在玩高频,可是总是对trade data 和quote data搞混淆了。
1)它们有啥区别?
2)翻译成中文是不是就是分笔和分时数据?
3)还有几个抽样的
(i) calendar time sampling (CTS) using transaction prices,
(ii) calendar time sampling (CTS) using mid-quotes,
(iii) transaction time sampling (TRTS) using transaction prices,
(iv) tick change time sampling (TTS) using mid-quotes.