[R-SIG-Finance] Update on Limit Orderbook Package
mane.desk at googlemail.com
Wed Jul 21 09:36:26 CEST 2010
am I missing something?
> > install.packages("orderbook", repos="http://R-Forge.R-project.org")
Warning in install.packages("orderbook", repos =
argument 'lib' is missing: using
In getDependencies(pkgs, dependencies, available, lib) :
package ‘orderbook’ is not available
On 07/02/2010 09:51 PM, Andrew Liu wrote:
> We are now complete with most of the basic functionality of the
> orderbook package and would especially love for people to take a look
> at some of our visualizations and give us comments and suggestions, as
> well as ideas for other good visualizations of an orderbook. The
> following commands will take you through the 3 plots we currently have.
> install.packages("orderbook", repos="http://R-Forge.R-project.org")
> file <- paste(.libPaths(), "orderbook", "data", "sample.txt", sep = "/")
> ob <- orderbook(file = file)
> ob <- read.time(ob, "9:30:00")
> plot(ob, type = "o")
> plot(ob, type = "s")
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