orderbook (version 1.0)

read.orders.function: read.order

Description

Read the next n messages of the data file.

Usage

read.orders(object, n = 1000)

Arguments

object

Object of class orderbook

n

number of messages we want to read.

Value

• Return an object of class orderbook

Details

The orderbook keeps track of its current position within the data file. The read.orders function will read and process the next n messages from the file.

Examples

library(orderbook)
filename <- system.file("extdata", "sample.txt",
                        package = "orderbook")

ob <- orderbook(file = filename)
ob <- read.orders(ob, 100)