microsoft / microsoft/qlib

Limit orderbook data support?

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enhancement
Dominant language
Python
Stars
48.7k
Forks
7.7k
PR merge metrics
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Description

🌟 Feature Description

Is there any plan to support limit orderbook data?

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

No files, tests, or entry points are identified in the issue. Start by clarifying which limit orderbook data formats, sources, and Qlib workflows need support, then locate the relevant data-ingestion area. Done means an agreed scope and working support validated by appropriate tests or example data.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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