Introducing the D3 library
In 2011, I was working in a hedge fund, and most of my work consisted of processing and analyzing market data. It mostly consisted of time series, each row containing a timestamp and two prices: the bid and asking prices for stock options. I had to assess the quality of two years of market data and find whether there were errors or gaps between millions of records. The time series were not uniform; there can be hundreds of records in a couple of seconds or just a few records in an hour. I decided to create a bar chart that shows how many records there were in each hour for the two years of data. I created a Python script using the excellent packages NumPy and Matplotlib. The result was a folder with thousands of useless ...
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