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phil8192 / ob-analytics

R package intended for visualisation, analysis and reconstruction of limit order book data
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longer object length is not a multiple of shorter object length #18

Open phil8192 opened 7 years ago

phil8192 commented 7 years ago 
processing 2017-07-05.csv...
Warning messages:
1: In matchTrades(events) :
  07/05/17 : 1 jumps > $10 (swaping makers with takers)
2: In deleted[deleted$id %in% created.deleted.ids, ]$volume == created[created$id %in%  :
  longer object length is not a multiple of shorter object length
3: In setOrderTypes(events, trades) : could not identify 534784 orders