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phil8192 / ob-analytics

R package intended for visualisation, analysis and reconstruction of limit order book data
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argument is of length zero #16

Closed phil8192 closed 7 years ago

phil8192 commented 7 years ago 
head -1 x/2017-03-10.csv >csv/2017-03-10.csv
tail -100000 x/2017-03-10.csv >>csv/2017-03-10.csv

processing 2017-03-10.csv...
Error in if (abs(this.jump$price - prev.jump$price) > 10) { : 
  argument is of length zero
Calls: processData -> matchTrades
In addition: Warning messages:
1: In removeDuplicates(events) :
  removed 2 duplicate order cancellations: 195547832 195561334
2: In matchTrades(events) :
  03/10/17 : 117 jumps > $10 (swaping makers with takers)
Execution halted