orderbook (version 1.03)

read.orders.function: read.order

Description

Read the next n messages of the data file.

Usage

read.orders(object, n = 1000)

Arguments

object

Object of class orderbook

n

number of messages we want to read.

Value

Return an object of class orderbook

Details

The orderbook keeps track of its current position within the data file. The read.orders function will read and process the next n messages from the file.

Examples

library(orderbook)
filename <- system.file("extdata", "sample.txt",
                        package = "orderbook")

ob <- orderbook(file = filename)
ob <- read.orders(ob, 100)