Order Flow Imbalance - A High Frequency Trading Signal
QuestDB is a next-generation
database for market data. It offers premium ingestion throughput,
enhanced SQL analytics that can power through analysis, and cost-saving hardware efficiency. It's
open source, applies open formats, and is ideal for tick data.
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For a hands-on SQL implementation of OFI using QuestDB, see the Order Flow Imbalance cookbook recipe.
Calculate the order flow imbalance and build a high-frequency trading signal with the results. Read more