lob.data

datasets

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

Philip Stubbings

obAnalytics

Limit Order Book Analytics

lob.data function

A list containing 4 data frames as returned by
        <code><a rd-options="" href="/link/processData?package=obAnalytics&version=0.1.1" data-mini-rdoc="obAnalytics::processData">processData</a></code>

Format

<a href="https://www.bitstamp.net/websocket">https://www.bitstamp.net/websocket</a>

Source

A list containing 4 data frames as returned by
        <code><a rd-options='' href='processData'>processData</a></code>

<a href = 'https://www.bitstamp.net/websocket'>https://www.bitstamp.net/websocket</a>

lob.data: Example limit order book data.

Description

Usage

Arguments

Format

Source

Details

References

See Also