high-frequency-data
There are 12 repositories under high-frequency-data topic.
visualHFT/VisualHFT
VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and execution quality, then use its modular plugins to shape the analysis to your workflow.
FinancialComputingUCL/LOBFrame
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
pfei-sa/binance-LOB
Build your own historical Limit Order Book dataset
YalDan/hf.econometrics
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
SakethAleti/ECON-690-HighFrequencyEconometrics
Code and documents from Econ 690 at Duke
bryanveit/dynamicly
High frequency dynamics signal processing and analysis.
eshan-kaul/DecisionTree.BostedTree.KernelPLS
Custom built Decision Tree + Boosted Trees + KernelPLS in python
industrial-edge/LEdgeBuffer-getting-started
The SIMATIC library "LEdgeBuffer" allows creating a local buffer in the PLC to sample high speed signals. This buffer and the recording job can be accessed and controled via OPC-UA.
industrial-edge/simotion-trace-connector-getting-started
SIMOTION Trace connector is a web-based application running on SIEMENS Industrial Edge
kkadzielna/dissertation
Identyfing stylized facts of online sports betting markets by analysing high frequency data from Betfair UK horse racing markets.
pavelsolis/EMwords
Replication codes for the paper.
pavelsolis/FXpuzzle
Replication codes for the paper.