All Questions
5 questions
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Data Feed for Gold (XAU/USD)
Hi I've been searching for Orderflow trading softwares & different real-time data feeds they use. For Stocks it's easy to get live orderbook data. I'm confused which data feed would be best for ...
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1
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217
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Stock trading data across multiple vendors interview question
I had the following coding question in a quant shop interview recently. I have no experience with quant finance, so I was hoping to get some insight on if this problem actually represents some real ...
1
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2
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473
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How to test an orderbook using real data
I'm pretty new to all this but haven't found anything online on my issue (the answer may be very obvious since I'm a beginner) - I'm currently coding up a very generic orderbook in C++ for fun, just ...
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1
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210
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How should Aggressive Limit Orders be Processed in a Limit Order Book
I am a little confused about how orders get processed in a limit order book, hope to get a better understanding with this post.
If we start off with an order book
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1
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513
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Market makers order execution on the order book
If a market maker is required to always have at least one order on a certain side of the order book (buy or sell), if there's no one else in the market and just market makers left on the book, will ...