orderbook (version 1.03)

read.time.function: read.time

Description

Returns the state of the orderbook at the specified time.

Usage

read.time(object, n)

Arguments

object

Object of class orderbook

n

A character in the form "HH:MM:SS".

Value

Return an object of class orderbook

Details

Sets the state of the orderbook to the specified time. Can be used to move backwards or forwards in time.

Examples

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

ob <- orderbook(file = filename)
ob <- read.time(ob, "9:30:00")