API for jmazar/obmodeling
Modeling, Analysis, and Graphics of Limit Order Book Data

Global functions
bidask.changes Man page Source code
chart.depth Man page Source code
effective.spread Man page Source code
getOB Man page Man page Source code
lm.trade.imbalance Man page Source code
load.quotes Man page Man page Source code
load.trades Man page Source code
market.depth.stats Man page Source code
newOB Man page Source code
obmodeling Man page
obmodeling-package Man page
onLoad Source code
quoted.spread Man page Source code
ticks.wide Man page Source code
trade.size.stats Man page Source code
vpin Source code
wmp Man page Source code
jmazar/obmodeling documentation built on June 8, 2017, 10:30 p.m.