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JMP Wish List

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Analysis functionality for limit order book tick data similar to the R package OBANALYTICS

Status: Acknowledged Submitted by on ‎08-01-2025 01:41 AM
1 Comment (1 New)
R package has a library called OB analytics
Can this be replicated?
Will be of great utility for research in market microstructure theories
1 Comment
Sarah-Sylvestre
Level V
‎08-07-2025 12:38 PM
‎08-07-2025 12:38 PM
Status changed to: Acknowledged

In JMP 19, R integration support has been reintroduced through the Python integration, opening up exciting possibilities. This could be a valuable opportunity for users to create and share innovative add-ins related to this functionality on the JMP Marketplace!