December 2013
Beginner to intermediate
286 pages
5h 46m
English
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Introducing market data
Market data is the data representing the current bid/ask for a financial instrument at an exchange. The market data can either be the top of book, best bid/ask for the particular instrument, or an aggregated book with several levels of depth. Normally, we just look at the best bid/ask prices, top of book called quotes. Market data can also be sent as OHLC bars or candles. Such bars are only useful for visualizing price information in charts or for trading at a longer horizon. It is a simple way of filtering the price information. The midpoint is defined as the average between the bid and ask.
Type Quote =
{
bid : float
ask : float
} member this.midpoint() = (this.bid + this.ask) / 2.0Let's see how to use this type:
let q ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.