Databento Auction Replay
Python Code To Replay Databento Tick Data File
Trading
This Python code can be used to perform an offline replay of a Databento Tick File. It can process the Aggressor side in the Trades schema file concurrently. ML is also included in the code to train the algo in institution absorption and initiation cognition.
About the creator
Hao Nguyen@andybenle • Joined Apr 2025
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