Files in phil8192/ob-analytics

Limit Order Book Analytics

.Rbuildignore

.gitignore

.travis.yml

DESCRIPTION

LICENSE.md

Makefile

NAMESPACE

R/auxiliary.R R/data.R R/depth.R R/event-processing.R R/matching-engine.R R/needleman-wunsch.R R/ob-analytics.R R/order-book-reconstruction.R R/order-types.R R/trades.R R/visualisation.R R/zzz.R README.md

data/lob.data.RData

inst/extdata/2015-05-01.log.xz

inst/extdata/orders.csv.xz

inst/extdata/parse.sh

man/alignS.Rd man/depth.Rd man/depth.summary.Rd man/depthMetrics.Rd man/eventMatch.Rd man/events.Rd man/filterDepth.Rd man/getSpread.Rd man/loadData.Rd man/loadEventData.Rd man/lob.data.Rd man/matchTrades.Rd man/obAnalytics-package.Rd man/orderAggressiveness.Rd man/orderBook.Rd man/plotCurrentDepth.Rd man/plotEventMap.Rd man/plotEventsHistogram.Rd man/plotPriceLevels.Rd man/plotPriceLevelsFaster.Rd man/plotTimeSeries.Rd man/plotTrades.Rd man/plotVolumeMap.Rd man/plotVolumePercentiles.Rd man/priceLevelVolume.Rd man/processData.Rd man/sMatrix.Rd man/saveData.Rd man/setOrderTypes.Rd man/themeBlack.Rd man/tradeImpacts.Rd man/trades.Rd

ob-analytics.png

platforms.md tests/testthat.R tests/testthat/test-event-match.R vignettes/guide.Rmd

phil8192/ob-analytics documentation built on May 25, 2019, 2:56 a.m.