compute_depth: compute_depth
In voigtstefan/lobster: Download data from lobsterdata.com
View source: R/helper_functions.R
compute_depth R Documentation
compute_depth
Description
compute_depth
Usage
compute_depth(orderbook, side = "bid", bp = 0)
Arguments
orderbook
The orderbook file
side
The side for which depth should be computed
bp
Basis points from best quote
Value
blablabla
voigtstefan/lobster documentation built on May 20, 2023, 10 p.m.
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View source: R/helper_functions.R
| compute_depth | R Documentation |
compute_depth
Description
compute_depth
Usage
compute_depth(orderbook, side = "bid", bp = 0)
Arguments
orderbook |
The orderbook file |
side |
The side for which depth should be computed |
bp |
Basis points from best quote |
Value
blablabla
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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