chart.depth: chart market depth at a point in time for a symbol

In jmazar/obmodeling: Modeling, Analysis, and Graphics of Limit Order Book Data

chart market depth at a point in time for a symbol

Description

chart market depth at a point in time for a symbol

Usage

chart.depth(symbol, timestamp, offset = TRUE)

Arguments

symbol	string defining the symbol to analyze
timestamp	ISO-8601 or timebased object defining the point in time you wish to chart
offset	whether to show offers as negative, boolean, default TRUE

Value

invisible xts object showing prices and depths for timestamp

jmazar/obmodeling documentation built on March 27, 2022, 12:55 a.m.