Free open-source fx broker audit toolkit
BEQI is an open-source Python toolkit
What it does
BEQI is an open-source Python toolkit and methodology for measuring retail forex broker execution quality across 5 dimensions: matching latency, slippage asymmetry, spread widening, last-look hold, requote rate. MIT licensed. Companion public spreadsheet for community-submitted audits. Free, no commercial cross-sell, GitHub Issues for support.
Does a similar job
all alternatives →- TFtool for commodity traders, brokers and analysts.2011 · bullbear.ca · ▲107
- IJInvestorsexchange.jl – parse trade-level stock market data in Julia2022 · github.com · ▲136
Backstory: I wanted to play with intraday stock data but couldn't find a free dataset anywhere. IEXCloud [1] offers API access to 1-minute granularity intraday historical price data, but I was worried that it could get expensive or unwieldy to build up a substantial dataset via API calls. Plus, IEX gives out their raw data for free. I probably should have just used the IEXTools python library [2] to parse IEX's raw data dumps, but I was working on a Julia project, so it felt more thematically appropriate to build a new tool from scratch. I haven't been actively using InvestorsExchange.jl a…



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