├── .gitignore ├── rebuilding_LOB.pdf └── README.md /.gitignore: -------------------------------------------------------------------------------- 1 | *.py[cod] -------------------------------------------------------------------------------- /rebuilding_LOB.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/twmeggs/PyRebuildLOB/HEAD/rebuilding_LOB.pdf -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | PyRebuildLOB 2 | ======= 3 | 4 | PyRebuildLOB is simple set of Python functions to build a replica of a limit 5 | order book (LOB) from defined tick data. 6 | 7 | 8 | Details 9 | ========== 10 | 11 | There is a complete explanation of the project in the pdf provided. 12 | 13 | Best to download this file as the PDF pictures don't quite render in Github. 14 | 15 | rebuilding_LOB.pdf 16 | 17 | Contact 18 | ======= 19 | 20 | For other questions, please contact . 21 | --------------------------------------------------------------------------------