Santa was a little early this year. He just dropped of the new server for LOBSTER. We will now install the updated system and transfer our database of raw messages to the new storage facility. The coming year will then begin with an extensive testing of the system.
Let me make the following comment on the power of the new machine:
When 256 GB of ram go to town on more than 15 TB of raw message, you can only expect great things… At least when you are interested in limit order book data.
LOBSTER will relaunch as a provider of high frequency limit order book data of NASDAQ traded stocks for the academic community. In the coming months we will redesign the system to offer a richer and more user friendly experience.
If you are interested in joining LOBSTER, please let us know. We will keep you informed about how to join and we’d be happy to welcome you as one of our customers.
LOBSTER’s users will be required to obtain an academic waiver from NASDAQ (no charge). We encourage you to check if your university has already obtained one. Should you require a waiver, we will gladly assist in obtaining one. More details in the months to come …
The LOBSTER beta testing phase has been completed. We would like to thank all who have made valuable comments and suggestions during the last months. Your input is highly appreciated.
The website will, until further notice, serve purely as an information page about the LOBSTER project. All future developments and updates will of course be announced here …