When two worlds collide: Using particle physics tools to visualize the limit order book
引入一种利用粒子物理学工具（CERN开发的ROOT）可视化限价订单簿的方法，可同时展示多个变量和市场，帮助利益相关者理解高频市场数据或监控市场。
Abstract We introduce a methodology to visualize the limit order book (LOB) using a particle physics lens. Open‐source data‐analysis tool ROOT, developed by CERN, is used to reconstruct and visualize futures markets. Message‐based data is used, rather than snapshots, as it offers numerous visualization advantages. The visualization method can include multiple variables and markets simultaneously and is not necessarily time dependent. Stakeholders can use it to visualize high‐velocity data to gain a better understanding of markets or effectively monitor markets. In addition, the method is easily adjustable to user specifications to examine various LOB research topics, thereby complementing existing methods.