Message-ID: <CAHDRDJV6W5VKA-AMJbXbWUF8ZUEHqJ7O_Ks9nx1H-dGeEV5d0g@mail.gmail.com>
Date: 2016-03-08T19:13:03Z
From: Peter Neumaier
Subject: 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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