deepAuction: IEX Depth of Book
In schardtbc/iexcloudR: Wrapper for iexcloud Market Data Api
Description
Usage
Arguments
Details
See Also
Description
DEEP is used to receive real-time depth of book quotations direct from IEX.
The depth of book quotations received via DEEP provide an aggregated size
of resting displayed orders at a price and side, and do not indicate the
size or number of individual orders at any price level. Non-displayed orders
and non-displayed portions of reserve orders are not represented in DEEP.
Usage
1
Arguments
symbol
a market symbol, one and only one symbol
Details
DEEP also provides last trade price and size information.
Trades resulting from either displayed or non-displayed orders matching on IEX will be reported.
Routed executions will not be reported.
Data Weighting: FREE
Data Timing: REAL TIME
Data Schedule: Market hours 9:30am-4pm ET
Data Source(s): Consolidated Tape Investors Exchange
See Also
Other deep service functions:
deepOfficialPrice(),
deepTrades(),
deep()
schardtbc/iexcloudR documentation built on Aug. 23, 2020, 3:58 a.m.
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Description Usage Arguments Details See Also
Description
DEEP is used to receive real-time depth of book quotations direct from IEX. The depth of book quotations received via DEEP provide an aggregated size of resting displayed orders at a price and side, and do not indicate the size or number of individual orders at any price level. Non-displayed orders and non-displayed portions of reserve orders are not represented in DEEP.
Usage
1 |
Arguments
symbol |
a market symbol, one and only one symbol |
Details
DEEP also provides last trade price and size information. Trades resulting from either displayed or non-displayed orders matching on IEX will be reported. Routed executions will not be reported.
Data Weighting: FREE
Data Timing: REAL TIME
Data Schedule: Market hours 9:30am-4pm ET
Data Source(s): Consolidated Tape Investors Exchange
See Also
Other deep service functions:
deepOfficialPrice(),
deepTrades(),
deep()
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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