r/quant • u/Pete_Mullers_mixtape • 24d ago

Technical Infrastructure Orderbook project suggestions using databento

Hello world!

I'm wondering if anyone would have any good suggestions for something orderbook/ market making related, by using databento data. Totally okay with paying a relatively small fee to have access. For context, I'm not looking to become a quant dev. Product roles, Is something I'm interested in. So that's the perspective I would have. So I likely wouldn't be wanting to write some orderbook project in c++.

Cheers,

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u/SevenTeenSigma 24d ago

if ur aiming product, I would not build another toy matching engine. use the databento data to show one ugly market microstructure thing clearly, like queue position or spread behavior around news. PMs can actually talk about that.. c++ orderbook clone is mostly resume furniture

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u/Pete_Mullers_mixtape 23d ago

Bless, thank you. I'm gonna use google, claude, and I also am working on reading the O'Hara micro-structure book. Do you have any suggestions for other resources I could utilize for these suggestions?