|bidask.changes||calculate changes in L1 bid and ask prices|
|chart.depth||chart market depth at a point in time for a symbol|
|effective.spread||effective bid/ask spread defined from trades|
|lm.trade.imbalance||Trade Imbalance Model Fit|
|load.trades||load trades or quotes from a csv file|
|market.depth.stats||generate descriptive statistics and quantiles for L2 market...|
|newOB||Create or Get Order Book Environment|
|obmodeling-package||obmodeling: Modeling, Analysis, and Graphics of Limit Order...|
|ticks.wide||calculate the quoted market bid/ask spread|
|trade.size.stats||generate descriptive statistics and quantiles for trades|
|wmp||calculate weighted midpoint for a symbol|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.