obAnalytics: Limit Order Book Analytics

Data processing, visualisation and analysis of Limit Order Book event data.

Package details

AuthorPhilip Stubbings
MaintainerPhilip Stubbings <phil@parasec.net>
LicenseGPL (>= 2)
URL https://github.com/phil8192/ob-analytics
Package repositoryView on CRAN
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obAnalytics documentation built on May 1, 2019, 7:04 p.m.