bidask.changes: calculate changes in L1 bid and ask prices
In jmazar/obmodeling: Modeling, Analysis, and Graphics of Limit Order Book Data
View source: R/bidask_changes.R
bidask.changes R Documentation
calculate changes in L1 bid and ask prices
Description
calculate changes in L1 bid and ask prices
Usage
bidask.changes(symbol, on = "minutes")
Arguments
symbol
string defining the symbol to analyze
on
timespan to use for segmenting differences, using xts::endpoints
jmazar/obmodeling documentation built on March 27, 2022, 12:55 a.m.
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View source: R/bidask_changes.R
| bidask.changes | R Documentation |
calculate changes in L1 bid and ask prices
Description
calculate changes in L1 bid and ask prices
Usage
bidask.changes(symbol, on = "minutes")
Arguments
symbol |
string defining the symbol to analyze |
on |
timespan to use for segmenting differences, using xts::endpoints |
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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