filter_bookdepth: Filter order book / tick data by available book depth
In imlijunda/tswbench: Tushare Workbench
Description
Usage
Arguments
Value
Description
Filter order book / tick data by available book depth
Usage
1
filter_bookdepth(dt, avail_depth = book_depth, book_depth = 5L)
Arguments
dt
order book or tick data
avail_depth
minimum available book depth
book_depth
max book depth
Value
a data.table
imlijunda/tswbench documentation built on June 12, 2021, 12:45 p.m.
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Description Usage Arguments Value
Description
Filter order book / tick data by available book depth
Usage
1 | filter_bookdepth(dt, avail_depth = book_depth, book_depth = 5L)
|
Arguments
dt |
order book or tick data |
avail_depth |
minimum available book depth |
book_depth |
max book depth |
Value
a data.table
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.
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