API for obAnalytics
Limit Order Book Analytics

Global functions
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
onAttach Source code
onLoad Source code
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
obAnalytics documentation built on May 29, 2017, 9:36 a.m.