Skip to content

Script to convert a match result file into a market data file

Notifications You must be signed in to change notification settings

sdhuys/RTG-MatchResults-MarketData

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

2 Commits
 
 
 
 

Repository files navigation

RTG-MatchResults-MarketData

Script to convert a match result file into a market data file

Remove first line: "Time,Competitor,Operation,OrderId,Instrument,Side,Volume,Price,Lifespan,Fee" from your match result file Run the script Then add "Time,Instrument,Operation,OrderId,Side,Volume,Price,Lifespan" as the first line of the newly created market data file

You can now use this market data to test your autotrader

About

Script to convert a match result file into a market data file

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages