April 2019
Intermediate to advanced
426 pages
11h 13m
English
Content preview from Mastering Python for Finance - Second Edition
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Designing a broker interface
When designing a trading platform, the following three functionalities are highly desirable to fulfill any given trading plan:
- Getting prices: Pricing data is the one of the most basic units of information available from an exchange. It represents the quotation prices that are made by the marketplace to buy or sell a traded product. A broker may redistribute data from the exchange to be delivered to you in its own format. The most basic form of price data available is the date and time of the quotes, the symbol of the traded product, and the quoted bidding and asking price of the traded product. More often than not, this pricing data is useful to base your trading decisions on.
The best quoted bidding and asking ...
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