Order book in open gamma


#1

Can somebody confirm (and also point out where to look at in the documentation) if open gamma works with order book information? For example, does the Bloomberg feeder that is already developed just capture trades, trades and best bid/ask or even different levels of the limit order book as being working with the EMSX Bloomberg API?

Or does the data model /data protocol include the concept of the limit order book as a collection of orders?


#2

OpenGamma is focussed on risk calculations, rather than order management, so it doesn’t have what you need.