Message-ID: <4C2E4351.3030307@williams.edu>
Date: 2010-07-02T19:51:45Z
From: Andrew Liu
Subject: Update on Limit Orderbook Package
Hello,
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")
library(orderbook)
file <- paste(.libPaths(), "orderbook", "data", "sample.txt", sep = "/")
ob <- orderbook(file = file)
ob <- read.time(ob, "9:30:00")
plot(ob)
plot(ob, type = "o")
plot(ob, type = "s")
Thanks,
Andrew