process.lob.from.df: Process LOB from asset dataframe
In msperlin/GetHFData: Download and Aggregate High Frequency Trading Data from Bovespa
Description
Usage
Arguments
Value
Examples
View source: R/ghfd_lob_fcts.R
Description
Process LOB from asset dataframe
Usage
1
process.lob.from.df(asset.df, silent = TRUE)
Arguments
asset.df
A dataframe with orders for a single asset
silent
Should the function print progress ? (TRUE (default) or FALSE)
Value
The lob for the single asset
Examples
1
# no example (internal)
msperlin/GetHFData documentation built on July 4, 2020, 11:48 a.m.
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Description Usage Arguments Value Examples
View source: R/ghfd_lob_fcts.R
Description
Process LOB from asset dataframe
Usage
1 | process.lob.from.df(asset.df, silent = TRUE)
|
Arguments
asset.df |
A dataframe with orders for a single asset |
silent |
Should the function print progress ? (TRUE (default) or FALSE) |
Value
The lob for the single asset
Examples
1 | # no example (internal)
|
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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