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by lukemerrick
1390 days ago
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Ah, this is a nuanced point I totally left off the README. Each raw file is ~5GB, but the raw files are a dump of network traffic from the firehose feed that tracks not just trades, but also updates to orders that do not result in trades. If you skip all of the algorithmic bots' constant updates to their bid/offer spreads and look at just the trades that clear, you can store years of raw trades in under 100GB. |
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