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phil8192 / ob-analytics

R package intended for visualisation, analysis and reconstruction of limit order book data
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processData() will not work correctly if 'volume' in the .csv input file is not integer #25

Closed petr-fedorov closed 6 years ago

petr-fedorov commented 6 years ago

The following code does not work when 'volume' is double (from there):

src$fill %in% dst$fill

At least it should be mentioned in the documentation that 'volume' must be integer.