readin_lobster: Read-in lobster files This function reads-in extracted...
In muffin1974/lobster: This package helps to handle, read-in and analyze data from the lobster high-frequency data universe
Usage
1
readin_lobster(ticker, date, nlevels = 1, output = "ALL", folder = ".")
Arguments
ticker
string Name of the ticker
date
Date (string)
nlevels
Number of Orderbook Levels available
output
Either 'ALL', 'OB' (only orderbook), or 'MB' (only messages)
folder
Relative path to file storage
muffin1974/lobster documentation built on May 23, 2019, 8:20 a.m.
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Usage
1 | readin_lobster(ticker, date, nlevels = 1, output = "ALL", folder = ".")
|
Arguments
ticker |
string Name of the ticker |
date |
Date (string) |
nlevels |
Number of Orderbook Levels available |
output |
Either 'ALL', 'OB' (only orderbook), or 'MB' (only messages) |
folder |
Relative path to file storage |
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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