lob.data: Example limit order book data.
In obAnalytics: Limit Order Book Analytics
Description
Usage
Format
Details
Author(s)
Source
References
See Also
Description
50,393 limit order events. 482 trades.
Usage
1
Format
A list containing 4 data frames as returned by
processData
Details
5 hours of limit order book event data obtained from the Bitstamp (bitcoin)
exchange on 2015-05-01 (midnight until 5am). The data has been preprocessed
with the processData function.
Author(s)
phil
Source
https://www.bitstamp.net/websocket
References
https://github.com/phil8192/ticker
See Also
events,
trades,
depth,
depth.summary
obAnalytics documentation built on May 1, 2019, 7:04 p.m.
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Description Usage Format Details Author(s) Source References See Also
Description
50,393 limit order events. 482 trades.
Usage
1 |
Format
A list containing 4 data frames as returned by
processData
Details
5 hours of limit order book event data obtained from the Bitstamp (bitcoin)
exchange on 2015-05-01 (midnight until 5am). The data has been preprocessed
with the processData function.
Author(s)
phil
Source
https://www.bitstamp.net/websocket
References
https://github.com/phil8192/ticker
See Also
events,
trades,
depth,
depth.summary
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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