phil8192/ob-analytics: Limit Order Book Analytics

Data processing, visualisation and analysis of Limit Order Book event data.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.1.2
URL https://github.com/phil8192/ob-analytics
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("phil8192/ob-analytics")
phil8192/ob-analytics documentation built on Oct. 10, 2018, 1:48 a.m.