What is the best/recommended way to plot data containing bid and ask prices for currencies/shares/etc?
My dataset looks like this:
time mkt bid bsize ask asize
<dttm> <chr> <dbl> <dbl> <dbl> <dbl>
1 2020-12-10 14:39:31 ABFXEEP 0.750 1000000 0.750 1000000
2 2020-12-10 14:39:31 ABFXEEP 0.750 1000000 0.750 1000000
3 2020-12-10 14:39:31 ABFXEEP 0.750 1000000 0.750 1000000
4 2020-12-10 14:39:31 ABFXEEP 0.750 1000000 0.750 1000000
5 2020-12-10 14:39:31 ABFXEEP 0.750 1000000 0.750 1000000
6 2020-12-10 14:39:31 ABFXEEP 0.750 2000000 0.750 1000000
7 2020-12-10 14:39:31 ABFXEEP 0.750 1000000 0.750 1000000
8 2020-12-10 14:39:31 ABFXEEP 0.750 1000000 0.750 1000000
9 2020-12-10 14:39:31 ABFXEEP 0.750 1000000 0.750 1000000
10 2020-12-10 14:39:31 ABFXEEP 0.750 1000000 0.750 1000000
where bid
and ask
are the prices in question, and I want to create a plot of the 2 time series (the time resolution is fractions of a second).
I've found the geom_barchart
function from the tidyquant package, but that appears to be intended for something else and requires 4 parameters: the high, low, open and close values. Is this the best way to get the desired plot, or is there something else out there?