obAnalytics: Limit Order Book Analytics

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

Package details

AuthorPhilip Stubbings
MaintainerPhilip Stubbings <[email protected]>
LicenseGPL (>= 2)
Version0.1.1
URL https://github.com/phil8192/ob-analytics
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("obAnalytics")

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obAnalytics documentation built on May 1, 2019, 7:04 p.m.