market.depth.stats: generate descriptive statistics and quantiles for L2 market...
In jmazar/obmodeling: Modeling, Analysis, and Graphics of Limit Order Book Data
View source: R/market_depth_stats.R
market.depth.stats R Documentation
generate descriptive statistics and quantiles for L2 market depth
Description
generate descriptive statistics and quantiles for L2 market depth
Usage
market.depth.stats(symbol, on)
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/market_depth_stats.R
| market.depth.stats | R Documentation |
generate descriptive statistics and quantiles for L2 market depth
Description
generate descriptive statistics and quantiles for L2 market depth
Usage
market.depth.stats(symbol, on)
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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