BBOTools-package: Tools for Working with CME Group's Historical BBO Data sets

Description Details Author(s) References See Also Examples

Description

The BBO historical data sets from the CME Group contain every revision to quotes on the top of the book, as well as transactions in the covered contracts. The format of the raw data is not particularly useful so this package contains (will contain) several tools that assist in basic manipulation of and computation on the this type of data.

Details

The DESCRIPTION file: This package was not yet installed at build time.

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~~ An overview of how to use the package, including the most important functions ~~

Author(s)

NA

Maintainer: NA

References

~~ Literature or other references for background information ~~

See Also

~~ Optional links to other man pages, e.g. ~~ ~~ <pkg> ~~

Examples

1
~~ simple examples of the most important functions ~~

ProfMalloryResearch/BBOTools documentation built on May 8, 2019, 3:23 a.m.