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Real-time view for tbbo #265

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drew2323 opened this issue Nov 6, 2024 · 0 comments
Open

Real-time view for tbbo #265

drew2323 opened this issue Nov 6, 2024 · 0 comments

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@drew2323
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drew2323 commented Nov 6, 2024

Create real-time chart for tbbo from databento to visualize rhythm and explore visual patterns from tbbo data

https://databento.com/docs/schemas-and-data-formats?historical=python&live=python&reference=python

https://databento.com/docs/examples/basics-historical/midprice/example

Maybe also realtime view of MBP-10 or MBP (MBO)(all levels). To see visually in realtime how is orderbook updated and how does it look. It would be great to have it.
Something like this
image

Image source:
https://www.youtube.com/watch?v=yqccDoujAUc&t=385s

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