├── .gitignore ├── README.md ├── rebuilding_LOB.pdf └── sample_ticks.csv /.gitignore: -------------------------------------------------------------------------------- 1 | *.py[cod] -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/twmeggs/PyRebuildLOB/HEAD/README.md -------------------------------------------------------------------------------- /rebuilding_LOB.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/twmeggs/PyRebuildLOB/HEAD/rebuilding_LOB.pdf -------------------------------------------------------------------------------- /sample_ticks.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/twmeggs/PyRebuildLOB/HEAD/sample_ticks.csv --------------------------------------------------------------------------------