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

[Javier Navarro]

Hi,

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.

thanks
-- 
View this message in context: http://r.789695.n4.nabble.com/Update-on-Limit-Orderbook-Package-tp2276856p3221316.html
Sent from the Rmetrics mailing list archive at Nabble.com.