Welcome to LOBLab
LOBLab is a software designed to reconstruct the limit order book (LOB) from the Chicago Mercantile Exchange (CME) Group Market Data Platform MDP 3.0 FIX data. It was developed by Mehdi Arzandeh, Shahin Nasseri Oskouie, and Julieta Frank and it is made available free of charge to help researchers and students reconstruct the LOB. LOBLab is not meant to be used, nor should it be used, for purposes other than research such as developing trade algorithms or market risk management. LOBLab
This website provides background information about LOBLab, including a description of how the LOB is reconstructed and instructions on how to use the software, a sample data file, and a link to download the software. Please read LOBLab terms and conditions and disclaimer carefully before using it. LOBLab license provides free access to the software but requires the licensees to make proper attributions to the authors, not use the software for commercial purposes, and if modify the software share it under the same license. To view a copy of this license, click here. Suggested citation: Arzandeh, Mehdi, Shahin Nasseri Oskouie, and Julieta Frank. LOBLab. Computer software. Version 1.0. [accessed date]. http://loblab.weebly.com/. |
LOBLab by Mehdi Arzandeh, Shahin Nasseri Oskouie, and Julieta Frank is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.