High frequency data refers to datasets that are collected and recorded at very short intervals, often in real time. This type of data is commonly used in various fields, including finance, economics, and environmental monitoring. Here are some key characteristics and applications of high frequency data: ### Characteristics: 1. **Time Interval**: High frequency data is typically collected at intervals of seconds, minutes, or even milliseconds, as opposed to traditional datasets that may be updated daily, weekly, or monthly.
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