Exploring Market Data and Tick-Level Replay with FMZ SQL Tools
Summary
The document introduces FMZ’s data exploration module, which combines market datasets with SQL queries and charting. Users can inspect available OHLC and tick tables, preview fields, upload limited CSV datasets, and query with editable parameters. Saved queries can be exported, reused, visualized, and shared.
Two examples show how the tool can support research: a query ranks futures symbols by a high-low range relative to average price over a selected period, while a tick query retrieves recent Binance data for replay across synchronized charts. The latter is presented as a way to inspect market microstructure details. These are workflow demonstrations rather than evidence of a profitable strategy; the document gives no performance evaluation, and its analysis depends on the platform’s available data and the chosen query definitions.
Key ideas
- FMZ’s explorer provides SQL access to supported OHLC and tick datasets and allows users to preview available fields.
- Query parameters let researchers change filters and limits without hard-coding them into each query.
- A grouped high-low range relative to average price can be used to rank futures symbols by recent price variation.
- Tick data can be replayed across charts to inspect market behavior at finer time resolution.
- Queries can be saved, exported, visualized, and shared, but the examples do not establish trading profitability.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.