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databento
  • Member for 4 years, 1 month
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26 votes
Accepted

Red Black Trees for Limit Order Book

17 votes
Accepted

What's the most efficient way to store options and time series data for backtesting?

12 votes

What is C++ used for when writing code at High Frequency Trading firms?

11 votes
Accepted

Does the Integrity of Tick Data Vary by Vendor?

11 votes
Accepted

How to make a trading universe of liquid futures contracts

10 votes
Accepted

Using market microstructure and exchange-specific knowledge to design trading strategies

10 votes
Accepted

Efficient way to store orderbook in Python

9 votes
Accepted

Backtesting using microstructure (orderbook) data

9 votes

What are the main types of orders on an exchange?

9 votes
Accepted

Modelling queue position

8 votes

Alternatives to RDBMS for options backtesting

8 votes
Accepted

What is the reason for using log prices in Pairs Trading (Cointegration)?

7 votes
Accepted

What are the proper ways to do order book downsampling?

7 votes

Where can I find detailed information of famous quant companies such as Renaissance Technologies?

7 votes

Known mispricing opportunities only available for small traders

6 votes
Accepted

What does a electronic dealer track in a RFQ market?

5 votes

Ensuring market order creation idempotency

5 votes

Limit Order Book disaster recovery technique

5 votes
Accepted

Backtesting vs live trading data handling and abstraction

5 votes

Highest resolution of stock data?

4 votes

Complexity of using balanced-tree to model order book

4 votes

Which network protocols do trading systems use for speed?

4 votes

Decode stock market data from C++

3 votes

Free intra-day equity data source

3 votes

Backtesting with limit orders using tick data

3 votes
Accepted

Exchange vs Order-Driven vs Quote -Driven

3 votes

How do funds assess fees to investors?

2 votes

Market making in one tick markets?

2 votes
Accepted

Constructing a mid using signals from another asset

2 votes

How Market Exchange and Vendor entitlements/permission works?