setOrderTypes

events

trades


This function infers order type given trade and order event data.
The following categories are assigned to the event data type field:
<dl>
    
    
    
    
    
    
</dl><p></p><p></p>

internal

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

Philip Stubbings

obAnalytics

Limit Order Book Analytics

setOrderTypes function


This function infers order type given trade and order event data.
The following categories are assigned to the event data type field:
<dl>
    
    
    
    
    
    
</dl>



setOrderTypes: Determine limit order types.

Description

Usage

Arguments

Value