Limit Order Book (LOB)

The Limit Order Book (LOB) is a dataset that contains a record of all buy and sell orders for a financial asset, used to evaluate financial time-series analysis and forecasting performance.

Papers using Limit Order Book (LOB) (2)

Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis2017Data Normalization for Bilinear Structures in High-Frequency Financial Time-series2020