SAFE Data Web Seminar: Processing High Frequency Datasets

21 Jul 2020 10:30 AM
23 Jul 2020 12:00 PM

SAFE Research Data Center is organizing and cordially invites you to attend the two webinars on
Processing High Frequency Datasets (Part I and II)

Part I - 21 July 2020, 10:30 - 12:00  via Zoom
Part II - 23 July 2020, 10:30 - 12:00 via Zoom

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 webinar 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 webinars will be conducted using Anaconda's Python 3 installation.