The R Journal: article published in 2011, volume 3:1

Analyzing an Electronic Limit Order Book PDF download
David Kane, Andrew Liu and Khanh Nguyen , The R Journal (2011) 3:1, pages 64-68.

Abstract The orderbook package provides facilities for exploring and visualizing the data associated with an order book: the electronic collection of the outstanding limit orders for a financial instrument. This article provides an overview of the orderbook package and examples of its use.

  author = {David Kane and Andrew Liu and Khanh Nguyen},
  title = {{Analyzing an Electronic Limit Order Book}},
  year = {2011},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2011-010},
  url = {},
  pages = {64--68},
  volume = {3},
  number = {1}