TickSmith Builds Historical Order Book Viewer for Compliance, Testing
Users will be able to see historical prices in a virtual order book, and other factors impacting their trading performance.
Developed in response to specific demand from clients to be able to rebuild historical order books at any point in time, Book Replay can compile historical order books based on data from a single exchange, multiple exchanges, or a firm's own trade data.
TickSmith chief executive Francis Wenzel says the tool came about as a result of demonstrating TickVault to potential clients, many of whom said that being able to view historical data in order book format would be a useful feature.
"So we looked
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