I'm working on a project which requires collection of cross-exchange data for a large number of asset pairs.
To leverage the effort, I was wondering what would be most valuable from this communities perspective.
For instance, would you see value in having full order books, at second intervals, across up to 70 exchanges (asset pair dependent of course)?
Or what other characteristics would be good to have? For instance, would you find it useful to have orderbooks across exchanges at microsecond resolution available?
Topic: Cross Exchange Data Sets (Read 163 times)
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