SAFE Research Data Web Seminar: Processing High Frequency Datasets - Part I
Lecturer: Satchit Sagade (SAFE Research Data Center and Goethe University)
Research in market microstructure routinely involves processing large intraday datasets containing orderbooks, orders and transactions. This web seminar introduces participants to the tools necessary to efficiently process such datasets. We will work with Refinitiv's Tick History database as well as message-level databases produced by exchanges.
The web seminars will be conducted using Anaconda's Python 3 installation.
Part II of the seminar will be held on July 23, 10:30 - 12:00
Please note that this registration is valid for both parts. However, you will receive separate links for both events in the final confirmations one day in advance.