[R] high-frequency data in R

Hello, I attach the sample data in the email and you can use the data to try my code. My code is as follow. library('highfrequency') library('xts') data=read.table("sample data.csv",header=F,skip = 1,stringsAsFactors=FALSE,sep="\t") colnames(data)=c(" ",'SYMBOL',"PRICE","PERMNO") id <- unique(da

[R] High Frequency Data

Is there any way to analyse high frequency data in R like cleaning,manipulation and volatility etc.I know there are packages like RTAQ and Realized for analysing high frequency data but they are only valid for NYSE stocks and have well defined data format. Please help. [[alternative HTML