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Authors
Vincent Grégoire (0000-0002-1230-5026), Charles Martineau (0000-0002-6896-184X)
Citation
Grégoire et al., (2026). MeatPy: A Python Framework for Limit Order Book Reconstruction and Analysis. Journal of Open Source Software, 11(122), 10480, https://doi.org/10.21105/joss.10480
@article{Grégoire2026,
doi = {10.21105/joss.10480},
url = {https://doi.org/10.21105/joss.10480},
year = {2026},
publisher = {The Open Journal},
volume = {11},
number = {122},
pages = {10480},
author = {Grégoire, Vincent and Martineau, Charles},
title = {MeatPy: A Python Framework for Limit Order Book Reconstruction and Analysis},
journal = {Journal of Open Source Software}
}
Tags
finance high-frequency trading market microstructure
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This work is licensed under a Creative Commons Attribution 4.0 International License.
