orderbook object when a particular trade happens.
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Object of class
the trade we want to view.
Specifies the number of seconds after the trade to calculate the midpoint return for. Can also be a vector of times.
The orderbook object internally keeps track of the the trades it has read from the data file. The view.trade function returns information about the nth trade. This function can only view trades that occurred prior to the current order.book time.
previous.trade sets the state of the orderbook to the first trade to
have happened before the current time.
next.trade sets the state to the
orderbook at the very next trade to have happened after the current
midpoint.return calculates the midpoint return for a trade a
specified number of seconds into the future.
Return an object of class
midpoint.return print information to the terminal about the
trade and midpoint return, respectively.
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