Over 4,000 Decoded and Transformed CME PCAP Files added daily as easily downloaded csv files from an AWS S3 Bucket.
Base hourly PCAP files from CME MDP as licensed and recorded by ICE Data Services.
Current CSV Files for Globex Channels 382 and 386 are stored in the S3 Bucket. Any available channel can be added upon request.
The Markets.AI Toolbox is a highly modified version of the Apache Zeppelin notebook system, and includes the MAILIB Program Library. A fully operation version is available for demo. It can set up your own private instance on AWS or any other cloud service provider, or you can install it on your own bare metal.
The notebook system supports over a dozen interpreters and connectors, including Python, Java, Spark, Flink, SQL and many more. It is scalable, and is capable of integrating your organizations existing workflows and databases within its flexible framework.
The Markets.AI Programming Library includes several utility programs to load the IPCAP csv file, build the instruments book, extract a single order of interests data, and build it into the stunning graphics you see to the left.
The library does not require the toolbox to function, and the programs can be run on any Python 3.7+ equipped server or desktop.
The programs can be combined and scheduled to produce self contained execution graphics for production environments and Sell-Side customer delivery.
Algo Development
Best Execution Strategies
Multi-Strategy Development
Order Book Profiling
Machine Learning and Predictive Analytics
Liquidity Pool Management
Forensic Discovery
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