lcsrodriguez / lob Public

Notifications You must be signed in to change notification settings
Fork 0
Star 2

L2 data generator - Limit Order Book reconstruction project

2 stars 0 forks Branches Tags Activity

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 5 Commits
src		src
.gitignore		.gitignore
README.md		README.md
requirements.txt		requirements.txt
setup.py		setup.py

Repository files navigation

L2 data generation/Limit Order Book flow construction

Overview

Getting started

Architecture

# Tree

License

About

L2 data generator - Limit Order Book reconstruction project

quotes lob limit-order-book high-frequency l2-data

Report repository

Releases

No releases published

Languages

Python 100.0%