organize.lob: Organizes LOB (internal function)
In GetHFData: Download and Aggregate High Frequency Trading Data from Bovespa
Description
Usage
Arguments
Value
Examples
View source: R/ghfd_lob_fcts.R
Description
This internal recursive function organizes the lob by making sure that all prices and time are ordered.
Every time that prices in the bid and ask matches, it will create a trade and modify the lob accordingly.
Usage
1
organize.lob(my.lob, silent = TRUE)
Arguments
my.lob
A LOB (order book)
silent
Should the function print progress ? (TRUE (default) or FALSE)
Value
An organized LOB
Examples
1
# no examples (internal)
GetHFData documentation built on May 1, 2019, 10:19 p.m.
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Description Usage Arguments Value Examples
View source: R/ghfd_lob_fcts.R
Description
This internal recursive function organizes the lob by making sure that all prices and time are ordered. Every time that prices in the bid and ask matches, it will create a trade and modify the lob accordingly.
Usage
1 | organize.lob(my.lob, silent = TRUE)
|
Arguments
my.lob |
A LOB (order book) |
silent |
Should the function print progress ? (TRUE (default) or FALSE) |
Value
An organized LOB
Examples
1 | # no examples (internal)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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