Combining high-frequency cryptocurrency venue data using kdb+

19 Sep 2018 | , , , ,

By Eduard Silantyev   Eduard Silantyev is an electronic trading systems developer and a cryptocurrency market microstructure specialist based in London. Follow Eduard on LinkedIn or Medium to read more of his blogs about cryptocurrencies. The original title of this blog is “Cryptocurrency Market Microstructure Data Collection Using CryptoFeed, Arctic, kdb+ and AWS EC2 | Handling