GetHFData (version 1.7)

process.lob.from.df: Process LOB from asset dataframe

Description

Process LOB from asset dataframe

Usage

process.lob.from.df(asset.df, silent = T)

Arguments

asset.df

A dataframe with orders for a single asset

silent

Should the function print progress ? (TRUE (default) or FALSE)

Value

The lob for the single asset

Examples

# NOT RUN {
# no example (internal)
# }