quantstrat (version 0.8.2)

get.orderbook: get the order book object

Description

get the order book object

Usage

get.orderbook(portfolio, envir = .strategy)

Arguments

portfolio

text name of the portfolio the order book is associated with

envir

the environment to retrieve the orderbook object from, defaults to .strategy

Value

A data.frame containing:

Order.Qty

Order.Price

Order.Type

Order.Side

Order.Threshold

Order.Status

Order.StatusTime

Prefer

Order.Set

Txn.Fees

Rule

See Also

addOrder

getOrders