Terminal
QuantTerminal is the face to Quantpylib’s core features - enabling access to end-end applications of the best and most powerful workflows possible in Quantpylib.
Quantpylib allows developers to assimilate the library into their own trading pipeline, allowing sophisticated traders to use it’s well-abstracted features at the appropriate layer, whether it is for risk management, offline research, or live trading. QuantTerminal, on the other hand - is feature-complete end to end application of the core workflows for quantitative research and development.
Target Core Features
- Live, multi-exchange tick data terminal
- Live, multi-exchange position and order tracking
- Tick data lake archival and session replay
- Binary order event trace for HFT market making
- Quantitative analytics for order execution such as markouts, slippage, and latency
- Live telemetry
- And more...
This is an internal quant tooling system. Quant teams need to own their IPs - code and data are sacred. Therefore, the terminal application is transparent software that is intended to be run locally on your own workstation - with your own data. It’s powered by quantpylib, therefore access to the library is a prerequisite.
Application is in beta-stage rollout. The first stage of the rollout is the live terminal view. Here is a short 30-sec demo.
Note that the software is in beta and priced as-such - we will increase pricing as we continue rollout. For reference to pricing, please refer to the pricing page.