PyLimitOrderBook
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20 hours ago •
abcabhishek
abcabhishek
Limit Order Book Implemented in Python
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PyLimitOrderBook issues
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Hello. For research purposes, I need a script that can parse a message flow of Level II limit order data (order, delete, modify, trades etc), and sample the order book...
Can you add a example of how to run your code? Also, when I do: ``` cd /PyLimitOrderBook python bin/limitbook-tseries.py sample_data/XOM_BATS_2010-06-16.csv sample_data/XOM_BATS_2010-06-162.csv ``` I get: ``` Traceback (most recent call...
