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  • ie421_high_frequency_trading_fall_2022
  • ie421_hft_fall_2022_group_02
  • backtester
  • Milestones
  • Order Book
Open
Milestone

Order Book
Milestone ID: 758

Description

We want to be able to rebuild the order books, tick by tick from the streamed AUCT messages from Data.

All issues for this milestone are closed. You may close this milestone now.
  • Issues 4
  • Merge requests 6
  • Participants 1
  • Labels 0
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4
Issues 4 New issue
Open: 0 Closed: 4
6
Merge requests 6
Open: 0 Closed: 0 Merged: 6
0
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Reference: ie421_high_frequency_trading_fall_2022/ie421_hft_fall_2022_group_02/backtester%"Order Book"