MT5.BidAskSpread: Order book Spread

In Kinzel/mt5r: R and MT5 integration by socket connection

Description

This function is for obtaining the higher bid, the lower ask and the spread between them.

Usage

MT5.BidAskSpread(sSymbol)

Arguments

sSymbol

character; target symbol.

Details

For same result, use MT5.BidAskBook() and calculate the difference between the best bid and ask.

For Forex brokers this function will return an empty data.frame.

Value

Data.frame [1x4] is returned, with follow informations:

• sSymbol {character}: symbol used.

• fBid {numeric}: higher bid.

• fAsk {numeric}: lower ask.

• Spread {numeric}: difference between lower ask and higher bid.

Author(s)

Guilherme Kinzel, [e-mail]

References

https://www.investopedia.com/terms/o/order-book.asp

See Also

MT5.BidAskBook()

Kinzel/mt5r documentation built on March 25, 2021, 9:57 p.m.