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Analysis functionality for limit order book tick data similar to the R package OBANALYTICS

VivekNagarajan

R package has a library called OB analytics
Can this be replicated?
Will be of great utility for research in market microstructure theories

OBANALYTICS package in R.pdf

Status: Acknowledged

Comments

Sarah-Sylvestre

In JMP 19, R integration support has been reintroduced through the Python integration, opening up exciting possibilities. This could be a valuable opportunity for users to create and share innovative add-ins related to this functionality on the JMP Marketplace!

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