It is well-known that if $F(s,\omega)$ is a "nice" measurable function and $W$ is a Brownian motion, then $$ M_t:=\int_0^t F(s,\omega) dW_s $$ is a continuous square integrable martingale and its quadratic variation is $$ [M]_t=\int_0^t F^2(s,\omega) ds. $$
Now let us consider an integral with respect to a compensated Poisson measure $\widetilde N(ds,dx)$. Put $$ R_t:=\int_0^t\int_\mathbb{|r|\le1} G(x,s,\omega) \widetilde N(ds,dx), $$ where $G$ is again some "nice" function. It is known that $R$ is a cadlag (but not continuous!) martingale. What is the formula for its quadratic variation?