Quantoscope, a microscope for quants - reconstruct the book, access L3 microstructure features, plot them, and download all the data

Status: Ready

Download Phase

DL MBO: -s

DL MBP10: -s

DL OHLCV: -s

DL Total: -s

Reconstruction Phase

File I/O: -s

Order Book Updates: -s

Snapshot Generation: -s

L3 Features: -s

Calculated Features: -s

OHLCV Aggregation: -s

Trailing DB Writes: -s

Recon Total: -s

Throughput

MBO processed: - @ - rec/sec

Snapshots: - @ - snap/sec

OHLCV bars: - @ - bar/sec

Analysis Phase

Parity Calc: -s

Parity Plot: -s

Interactive: -s

OHLCV Plot: -s

Packaging: -s

Summary

TOTAL: -s

Spent: $-

Remaining: $-

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Quantoscope , a microscope for quants - reconstruct the book, access L3 microstructure features, plot them, and download all the data LinkedIn email me Login with Google