powered by Batonics AB
Quantoscope
, a microscope for quants - reconstruct the book, access L3 microstructure features, plot them, and download all the data
LinkedIn
email me
Login with Google
my projects ▼
Credit
Admin - All Users
Instrument:
Exchange:
NASDAQ
NYSE
NYSE Arca
NYSE American
NYSE Chicago
NYSE National
Cboe BZX
Cboe BYX
Cboe EDGA
Cboe EDGX
IEX
MEMX
MIAX
CME Globex
Eurex
ICE Europe Financials
ICE Futures US
ICE Endex
European Energy Exchange
OPRA
Databento Equities Basic
Databento US Equities Mini
Databento US Equities Summary
Start Date:
Start Time:
Duration:
minutes
Schema:
MBO
MBP10
OHLCV
Time Bucket:
1 Nanosecond
10 Nanoseconds
100 Nanoseconds
1 Microsecond
10 Microseconds
100 Microseconds
1 Millisecond
10 Milliseconds
100 Milliseconds
1 Second
10 Seconds
1 Minute
10 Minutes
1 Hour
OHLCV reconstruction bucket
Fetch & Reconstruct
Chart
Backtest
Status:
Ready
0%
Download Phase
DL MBO:
-
s
DL MBP10:
-
s
DL OHLCV:
-
s
DL Total:
-
s
Reconstruction Phase
File Copy:
-
s
Parse Config:
-
s
Setup Paths:
-
s
Init Books:
-
s
Calc Freq:
-
s
Read Meta:
-
s
Unified Recon:
-
s
Save MBP10:
-
s
Save OHLCV:
-
s
Save Features:
-
s
Save Original:
-
s
Cleanup:
-
s
Recon Total:
-
s
Analysis Phase
Parity Calc:
-
s
Parity Plot:
-
s
Interactive:
-
s
OHLCV Plot:
-
s
Packaging:
-
s
Summary
TOTAL:
-
s
Spent: $
-
Remaining: $
-
Interactive Market Data Visualization
Files ready for download:
Complete Package (ZIP)
Master CSV (108 columns, all building blocks)
L3 Features CSV
Parity Analysis CSV
Parity Plots PNG
Reconstructed MBP-10 JSON
Reconstructed OHLCV JSON
Interactive Plot HTML
Account Credit
×
Balance: $
-
Add Credit
Complete Payment
Login Required
×
Please login for queries more than 1 min, you also get $5 free credits for new user
Login with Google
Streaming Chart -
×
Select Feature:
OHLCV (candlestick)
Bid Price (Level 1)
Ask Price (Level 1)
Spread
Mid Price
Bid Volume (5 levels)
Ask Volume (5 levels)
Order Book Imbalance
VWAP Bid
VWAP Ask