Description Usage Arguments Details Value Examples
Read the next n messages of the data file.
1 | read.orders(object, n = 1000)
|
object |
Object of class |
n |
number of messages we want to read. |
The orderbook keeps track of its current position within the data file. The read.orders function will read and process the next n messages from the file.
Return an object of class orderbook
1 2 3 4 5 6 | library(orderbook)
filename <- system.file("extdata", "sample.txt",
package = "orderbook")
ob <- orderbook(file = filename)
ob <- read.orders(ob, 100)
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