R Graphical Manual

Last data update: 2014.03.03

Data Source

R Release (3.2.3)
CranContrib
BioConductor
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Data Type

Packages
Functions
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Data set

Classification

Results 1 - 8 of 8 found.
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view.trade.function (Package: orderbook) : view.trade

View the orderbook object when a particular trade happens.

● Data Source: CranContrib
● Keywords: file
● Alias: midpoint.return,orderbook-method, next.trade,orderbook-method, previous.trade,orderbook-method, view.trade,orderbook-method
● 0 images

read.time.function (Package: orderbook) : read.time

Returns the state of the orderbook at the specified time.

● Data Source: CranContrib
● Keywords: file
● Alias: read.time, read.time,orderbook-method
● 0 images

read.orders.function (Package: orderbook) : read.order

Read the next n messages of the data file.

● Data Source: CranContrib
● Keywords: file
● Alias: read.orders, read.orders,orderbook-method
● 0 images

plot.function (Package: orderbook) : plot

Plotting the orderbook.

● Data Source: CranContrib
● Keywords: aplot
● Alias: plot,orderbook-method
● 0 images

orderbook (Package: orderbook) : Creating an Object of Class Orderbook

Create an orderbook object from input data.

● Data Source: CranContrib
● Keywords: file
● Alias: orderbook
● 0 images

orderbook-package (Package: orderbook) :

The orderbook package provides functions for exploring and visualizing orderbook data. For example, we may want to study an orderbook immediately before a trade occurs, or maybe 50 orders before a trade occurs, or we want to visualize the change of an orderbook overtime as the price level fluctuates. The insights from this sort of analysis can help in researching short-term trading strategies.

● Data Source: CranContrib
● Keywords: package
● Alias: orderbook-package
● 0 images

orderbook-class (Package: orderbook) : Class "orderbook"

Functions for manipulating and extractiong information from an orderbook

● Data Source: CranContrib
● Keywords: classes
● Alias: orderbook-class
● 0 images

add.order.function (Package: orderbook) : add.order

Modify the order book.

● Data Source: CranContrib
● Keywords: classes
● Alias: add.order,orderbook-method, market.order,orderbook-method, remove.order,orderbook-method, replace.order,orderbook-method
● 0 images