We are collecting data simultaneously from multiple independent sites located in North America, Europe, and Asia.
Afterward, for every symbol (market on the specific exchange) the active side of the market (trades) are deduplicated, and the passive side (order books) collected at different sites are replayed to create single most reliable order book feed.
We don't clean the data of the outliers as in our process there is no room for transmission errors, and we assume the data published by the exchanges as correct.
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