Hi,

I usually work with TAQ data. Says that it's available in a csv file. Is
there any example on quantstrat illustrating how to feed TAQ data into
quantstrat? Does the data in quantstrat always assume bar? With specific
type of signal, I do not have bar. Or equivalently, each OHLC bar of mine
will be each trade itself.

Also, is there any example using quantstrat with order book data? Thank you
so much in advance.

Robert

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