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R.mat left a comment on A limit order book Construction by Quote and Trade...
"Hello, and thank you for bringing up that topic.As previously stated, some out-of-range orders may c..."
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R.mat started the discussion
A limit order book Construction by Quote and Trade data3 years ago
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Difference between Slice class and Tradebar class3 years ago
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R.mat left a comment on About tick in data.Ticks
"Hi DerekThanks for your explanation about Tick Data and attached backtestAs well as other additional..."
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R.mat started the discussion
About tick in data.Ticks3 years ago
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