Sample Intraday VWAP for SPY Consolidated Limit Order Book. SPY for one day at five second sampling frequency. 12 June 2019. Timezone is UTC.
| Heapery Attribution License | Heapery-Private |
| Category | Finance |
| Data Schema | |
| Support Contact Email Address | support@heapery.com |
| Data Format | |
| Version number | |
| Language | English |
| Data Size | |
| Last Updated Date | 8/11/2020 |
| Refund Policy | Refunds not allowed |