depth: Fetchn Depth Data
In martingale/Rmatriksdata: R/MATRIKS
Description
Usage
Arguments
Details
Value
See Also
Description
Fetches depth data from historical data service
Usage
1
Arguments
dateRange
A character vector of length two c("YYYY-MM-DD","YYYY-MM-DD").
symbol
A character vector of length 1 that denotes a symbol.
Details
Symbols in BISTPP and BISTVIOP, are available on depth dataType.
Value
A data frame object is returned with row number,action,bid or ask,order count,price and quantity columns.
See Also
trade, bestbidoffer, openinterest, bar.
martingale/Rmatriksdata documentation built on May 21, 2019, 12:38 p.m.
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Description Usage Arguments Details Value See Also
Description
Fetches depth data from historical data service
Usage
1 |
Arguments
dateRange |
A character vector of length two |
symbol |
A character vector of length 1 that denotes a symbol. |
Details
Symbols in BISTPP and BISTVIOP, are available on depth dataType.
Value
A data frame object is returned with row number,action,bid or ask,order count,price and quantity columns.
See Also
trade, bestbidoffer, openinterest, bar.
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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