Tick Data Session Replay in QuantTerminal
A couple of weeks ago, we introduced the QuantTerminal, equipped with multi-exchange live tick data views.
We also discussed how can you natively manage your own tick data lake with Quantpylib:
This is the architecture that supports exchange replay fidelity - from when the exchange processed data, to when it dispatched (TX) it, to when you received (RX) it, giving you critical observability into your own trading stack’s processing back-pressure and latency figures.
There is no substitute for high grade fidelity replay for latency-sensitive analytics involved in quantitative trading - public data simply does not make the cut.
Today, we release the ability to perform session-replay on your own tick data lake in the QuantTerminal.
Obtain your access pass here.
Terminal access pass cost increases in 1 week. More on the terminal here.
Next release will have
private orders, positions, fills display on live exchanges
private orders, positions, fills replay on tick data with your own trace files.
Next post on the blog discusses the architecture and technical details to designing a high fidelity tick data backtest - soon to be released on quantpylib!