depth                   Depth.
depth.summary           Depth summary.
events                  Limit order events.
filterDepth             Filter price level volume.
getSpread               Get the spread.
loadData                Load pre-processed data.
lob.data                Example limit order book data.
obAnalytics-package     obAnalytics.
orderBook               Instantaneous limit order book reconstruction.
plotCurrentDepth        Visualise order book depth at any given point
                        in time.
plotEventMap            Plot limit order event map.
plotEventsHistogram     Plot a histogram given event data.
plotPriceLevels         Plot order book price level heat map.
plotTimeSeries          General purpose time series plot.
plotTrades              plotTrades.
plotVolumeMap           Visualise flashed-limit order volume.
plotVolumePercentiles   Visualise available limit order book liquidity
                        through time.
processData             Import CSV file.
saveData                Save processed data.
tradeImpacts            Trade impacts.
trades                  Trades.
