Description Usage Arguments Value Examples
View source: R/ghfd_lob_fcts.R
Adds an order to the LOB
1 |
my.lob |
A LOB (order book) |
order.in |
An order from the data |
silent |
Should the function print progress ? (TRUE (default) or FALSE) |
An LOB with the new order
1 | # no example (internal)
|
Thank you for using GetHFData! More details about the package can be found in:
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/64587/65702
If applicable, please use the following citations in your research report. Thanks!
APA:
Perlin, M., Ramos, H. (2016). GetHFData: A R Package for Downloading and Aggregating High Frequency Trading Data from Bovespa. Brazilian Review of Finance, V. 14, N. 3.
bibtex:
@article{perlin2016gethfdata,
title={GetHFData: A R Package for Downloading and Aggregating High Frequency Trading Data from Bovespa},
author={Perlin, Marcelo and Henrique, Ramos},
journal={Brazilian Review of Finance},
volume={14},
number={3},
year={2016},
publisher={Brazilian Society of Finance}
}
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