[R-SIG-Finance] Update on Limit Orderbook Package

Javier Navarro jjnavarroabellan at gmail.com
Tue Jan 18 12:55:55 CET 2011


I find the package very useful for simulating user trades (add.order
function) but I don't know if it allows to analyse these trades (execution
price, execution time, execution volume ...). I've tried it with
view.trade(ob, tradenum = ) and attr(ob,"trade.data") but I only get the
original trades, those in the data file. I think it's a key feature to add
if it hasn't been done yet.

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