Statistics, Department of
The R Journal
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Date of this Version
6-2011
Document Type
Article
Citation
The R Journal (June 2011) 3(1)
Abstract
The orderbook package provides facilities for exploring and visualizing the data associated with an order book: the electronic collection of the outstanding limit orders for a financial instrument. This article provides an overview of the orderbook package and examples of its use.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2011, The R Foundation. Open access material. License: CC BY 3.0 Unported