add.order: Adds an order to the LOB

Description Usage Arguments Value Examples

View source: R/ghfd_lob_fcts.R

Description

Adds an order to the LOB

Usage

1
add.order(my.lob, order.in, silent = TRUE)

Arguments

my.lob

A LOB (order book)

order.in

An order from the data

silent

Should the function print progress ? (TRUE (default) or FALSE)

Value

An LOB with the new order

Examples

1
# no example (internal)

Example output

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}
}

GetHFData documentation built on May 1, 2019, 10:19 p.m.