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.

We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

Build your own historical Limit Order Book dataset

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

Code and documents from Econ 690 at Duke

SIMOTION Trace connector is a web-based application running on SIEMENS Industrial Edge

Custom built Decision Tree + Boosted Trees + KernelPLS in python

High frequency dynamics signal processing and analysis.

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.

Identyfing stylized facts of online sports betting markets by analysing high frequency data from Betfair UK horse racing markets.

Replication codes for the paper.

Replication codes for the paper.