process.lob.from.df: Process LOB from asset dataframe

Description Usage Arguments Value Examples

View source: R/ghfd_lob_fcts.R

Description

Process LOB from asset dataframe

Usage

1
process.lob.from.df(asset.df, silent = T)

Arguments

asset.df

A dataframe with orders for a single asset

silent

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

Value

The lob for the single asset

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 Oct. 11, 2018, 1:03 a.m.