DolphinDBdolphindb.hashnode.dev·Aug 29, 2024Helpful Tools for Quant丨Efficiently Calculate Transaction Costs from Tick DataThe calculation of transaction costs from tick data often involves two tables: trade and nbbo. As the timestamps of both tables are at nanosecond level, there are virtually no exact match between the timestamps of the two tables. Therefore, in order...QuantAdd a thoughtful commentNo comments yetBe the first to start the conversation.
