lob: A snapshot of the RELIANCE spot limit order book at 11AM on...
In igidrfrg/ifrogs: Finance Routines Developed by the Finance Research Group
Description
The data is a snapshot of the limit order book for a stock
RELIANCE trading on the National Stock Exchange of India on 1st
January 2009. The snapshot has been taken at 11AM. The data consists
of pairs of limit order price-limit order quantity present in the
limit order book at the time.
The snaphot pertains to the ask side of the limit order book and
hence, the limit prices are arranged in increasing order of price priority.
Usage
1
Format
data.frame (8561 x 2)
igidrfrg/ifrogs documentation built on July 20, 2020, 2:02 p.m.
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.
Description
The data is a snapshot of the limit order book for a stock RELIANCE trading on the National Stock Exchange of India on 1st January 2009. The snapshot has been taken at 11AM. The data consists of pairs of limit order price-limit order quantity present in the limit order book at the time.
The snaphot pertains to the ask side of the limit order book and hence, the limit prices are arranged in increasing order of price priority.
Usage
1 |
Format
data.frame (8561 x 2)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.