Description
Inferred trades (executions).
Format
A data.frame consisting of the following fields:
Details
The trades data.frame contains a log of all executions ordered by local
timestamp. In addition to the usual timestamp, price and volume information,
each row also contains the trade direction (buyer or seller initiated) and
maker/taker limit order ids. The maker/taker event and limit order ids can
be used to group trades into market impacts. See:
tradeImpacts.