MeatPy: A Python Framework for Limit Order Book Reconstruction and Analysis

MeatPy: A Python Framework for Limit Order Book Reconstruction and Analysis - Published in JOSS (2026)

https://github.com/vgreg/meatpy

Science Score: 87.0%

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    Found 1 DOI reference(s) in JOSS metadata
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    Published in Journal of Open Source Software
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JOSS Publication

MeatPy: A Python Framework for Limit Order Book Reconstruction and Analysis
Published
June 16, 2026
Volume 11, Issue 122, Page 10480
Authors
Vincent Grégoire ORCID
Department of Finance, HEC Montréal, Canada
Charles Martineau ORCID
Rotman School of Management and UTSC Management, University of Toronto, Canada
Editor
Blake Rayfield ORCID
Tags
finance high-frequency trading market microstructure