quantstrat (version 0.8.2)

get.orderbook: get the order book object

Description

get the order book object

Usage

get.orderbook(portfolio, envir = .strategy)

Arguments

portfolio
text name of the portfolio the order book is associated with
envir
the environment to retrieve the orderbook object from, defaults to .strategy

Value

A data.frame containing:
Order.Qty
Order.Price
Order.Type
Order.Side
Order.Threshold
Order.Status
Order.StatusTime
Prefer
Order.Set
Txn.Fees
Rule

See Also

addOrder

getOrders