Low Latency Overview with WQL and Python скачать в хорошем качестве

Low Latency Overview with WQL and Python

What's in the Session? In this webinar, Peter Simpson, OneTick Product Owner, demonstrates how firms can run real-time and intra-day analytics against equities and futures market data, without requiring any local infrastructure or management, and without compromising on latency or scale. This session is designed for financial professionals who are interested in learning about ways to shorten research cycles and improve execution insights. Webinar Agenda: Intro to OneTick's On-Demand Live Exchange Market Data Analytical Access across Equities, Futures, and Options Global Coverage, including US Equities, CME, ICE, and Eurex Running Live, Intraday, and Historic Market Structure Analytics Supporting Both Research and Production Workloads Latency Visibility Metrics Live Q&A OneTick provides a trusted market data platform, both on-demand and deployed, for real time, intra-day and historical analysis. Access to data is provided by file, and via API across SQL, REST, and Python, with emphasis on executing analytics on cloud data.