Research Papers

We are continuously updating the knowledge base that contain various research topics related to order transaction data. These papers will help you jump start on different methods of measuring and using its statistical properties. Please help us improve this knowledge base by submitting the reference to relevant research, as well as your suggestions and ideas, using our feedback form.


We provide you with data formats and connectivity protocols that will help you leverage our services in your research or development.


Executable tools will help you quickly perform typical maintenance tasks.

Integration with NinjaTrader

Go beyond simple price and volume ticks and create smarter trading strategies based on the true market driving forces using the leading NinjaTrader platform.

Integration with MultiCharts

MultiCharts is a complete trading software platform for professionals. It offers considerable benefits to traders, and provides significant advantages over competing platforms. It comes with high-definition charting, dynamic portfolio-level backtesting, EasyLanguage support, genetic optimization, and 300+ strategies and indicators. Take action, take the 30-day free trial now!