Position size in order book

Spot on Brian: I got confused.

Many Thanks.
Peter.

On Tue, Mar 8, 2016 at 8:22 PM, Brian G. Peterson <brian at braverock.com>
wrote:
Orders are not transactions. Do you perhaps want getTxns () or
perTradeStats () ?

--
Brian G. Peterson
ph: 773-459-4973
im: bgpbraverock
Sent from my mobile, please excuse my brevity.

-------- Original message --------
From: Peter Neumaier <peter.neumaier at gmail.com>
Date: 2016/03/08 20:13 (GMT+01:00)
To: r-sig-finance at r-project.org
Subject: [R-SIG-Finance] Position size in order book

Hi, I am debugging a strategy by going through my order book, but missing
the net position of my strategy in the output:

ob <- getOrderBook("xyz")$xyz$ABC
ob.df <- data.frame(Date=time(ob),coredata(ob))

View(ob.df)

Is there a way to display the actual position size line by line with each
trade in ob.df?

Many thanks in advance,
Peter

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Position size in order book

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