Daily load patterns of six global exchanges as recorded by vwd/Infront Financial Technology
Daily load patterns 설명 보기
This data set provides fine-granular statistics on trading traffic generated by six global exchanges over the course of two days in February 2019 for a set of representative feeds and recorded by the systems of vwd Vereinigte Wirtschaftsdienste GmbH (now known as Infront Financial Technology GmbH). Please note that these numbers represent only limited market segments of the actual exchange and the measured feeds might provide different products and instrument types. The exchanges are identified as AU = Sydney, FFM = Frankfurt am Main (GER), HK = Hong Kong (CN), Q = NASDAQ (USA), TK = Tokyo (JPN), UK = London (UK). Please see the Zenodo page https://doi.org/10.5281/zenodo.6381970 for details on syntax etc.