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您现在的位置是:虫虫源码 > Matlab > limitbookdata

limitbookdata

  • 资源大小:4.34 kB
  • 上传时间:2021-06-30
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  • 资源积分:1积分
  • 标      签: LimitBookData

资 源 简 介

The goal of the Book Data (BD) project is to create a suite of tools for interacting with high-frequency limit order data sets. Some of the tools will focus on data parsing and visualization (likely written in Java); others will target analysis and trading (likely using matlab and Java). Please start at the wiki.

文 件 列 表

advanceFilePointer.m
computeRates.m
createBinFromFile.m
fGetData.m
main.m
plotMarketBook.m
wrapForPlotMarket.m

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