Chris Donnan : Programming - Brooklyn Style
software, trading, family, fun
Cool data from Cantor
Posted Finance, trading on Thursday, October 13th, 2005.
Posted Finance, trading on Thursday, October 13th, 2005.
I spent a bunch of time trying to make rolled up views of Depth of Market data for futures markets. This cantor product is just cool.

Trying to make all that data visible is hard to do. I still believe that type of data needs to be rolled up more, normalized and looked at in a way that makes it actionable, but - these guys have sure come up with a cool view for DOM Data.
-CD
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