API for obAnalytics
Limit Order Book Analytics

Global functions
.onAttach	Source code
.onLoad	Source code
alignS	Man page Source code
depth	Man page
depth.summary	Man page
depthMetrics	Man page Source code
eventMatch	Man page Source code
events	Man page
filterDepth	Man page Source code
getSpread	Man page Source code
intervalPriceLevelGaps	Source code
intervalSumBreaks	Source code
intervalVwap	Source code
loadData	Man page Source code
loadEventData	Man page Source code
lob.data	Man page
matchTrades	Man page Source code
norml	Source code
obAnalytics	Man page
obAnalytics-package	Man page
orderAggressiveness	Man page Source code
orderBook	Man page Source code
plotCurrentDepth	Man page Source code
plotEventMap	Man page Source code
plotEventsHistogram	Man page Source code
plotPriceLevels	Man page Source code
plotPriceLevelsFaster	Man page Source code
plotTimeSeries	Man page Source code
plotTrades	Man page Source code
plotVolumeMap	Man page Source code
plotVolumePercentiles	Man page Source code
priceLevelVolume	Man page Source code
processData	Man page Source code
reverseMatrix	Source code
sMatrix	Man page Source code
saveData	Man page Source code
setOrderTypes	Man page Source code
themeBlack	Man page Source code
toZoo	Source code
tradeImpacts	Man page Source code
trades	Man page
vectorDiff	Source code
vwap	Source code