Red Lobster Code

[Jaunita Rousu]

TheLOBSTER code demo gives a brief introduction to the data to help you get started: The sample data is loaded and the structure of both the message and orderbook files are discussed.

Further, the following plots are generated: Number of executions and trade volume by intraday interval, snapshot of the limit order book, relative depth in the limit order book and intraday depth evolution.

Demo script including a sample file and readme: [Matlab] [R]

Note: The R demo was written and tested with R version 2.15.1 (Roasted Marshmallows). There might be issues with R version 3.0 or higher.

The LOBSTER tool box includes the following functions for LOBSTER's limit order book data:Loading data: CSV and binary formatVisualization: Order book state and summary of the intraday price and volume activity.C (MEX) based functions for: Creating a regular intraday interval grid, a time based aggregation of limit order executions to trades and the generating of order flow information.

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Lobster delivers digital transformation with software solutions that unite the underlying data and processes, rather than treat them as separates. Data integration and process automation in one. Through simple, secure and scalable digitalisation. With no-code to streamline the implementation of innovative ideas. Even without programming knowledge. Driving digital. Not just for IT experts, but for the whole company.

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Lobster delivers digital transformation with software solutions that unite the underlying data and processes, rather than treat them as separate. Data integration and process automation in one. Through simple, secure and scalable digitalisation. With no-code to streamline the implementation of innovative ideas. Even without programming knowledge. Driving digital. Not just for IT experts, but for the whole company.

No-code software solutions are the most flexible and secure way to implement your digital transformation strategy rapidly. Because no-code platforms drive digital transformation offering visual technologies and ready-to-use building blocks. Configure rather than program.

Um technologischen Vorsprung auszubauen, bentigen Unternehmen einfachen Zugang zu Daten und zu Datenintegration. Dabei sollten Entscheider auf eine Plattform setzen, die Systeme intern (EAI), extern (EDI) und in der Cloud (APIs/hybride Integration) verbindet sowie Dinge (IoT) und Maschinen (Industrie 4.0) miteinander vernetzt.

Diesen agilen Ansatz bietet Lobster und sorgt bei Geschftsprozessen fr kontinuierlichen Datenaustausch. Selbst wenn in vielen Unternehmen Datenintegrationsprojekte zunchst nur einen Teilbereich betreffen, sollte deren strategisches Ziel immer die Beseitigung aller isolierten Endpunkte sein.

Digitale kosysteme funktionieren durch Vertrauen in Daten. Um dieses Vertrauen zu erreichen, sind hohe Datenqualitt und -integritt unverzichtbar: Duplikate mssen entfernt, Update- und Zugriffsrechte definiert und Daten-Silos abgebaut werden, damit es keine unterschiedlichen Versionen eigentlich identischer Datenstze gibt oder bereits aktualisierte Information mit eigentlich berholten Daten berschrieben werden.

Klassischerweise kamen dafr bislang entweder analytische (OLAP) oder transaktionale (OLTP) Systeme zur Anwendung. Doch nur eine holistische Lsung, die beide Systeme integriert, bernimmt Transaktionsdaten fr Analysen in Echtzeit und ermglicht KI-gesttzte Entscheidungen. Diesen Weg geht Lobster.

Wollen Unternehmen damit beginnen, ihre Geschftsprozesse digital zu transformieren, knnen sie mit dem Redesign der Nutzeroberflche starten. Um Mitarbeiter, Kunden oder Geschftspartner noch strker in das eigene Geschftsmodell zu integrieren. Durch Statusbersichten, Dokumenten-Upload oder zustzliche Dateneingaben.

Damit aus der Neugestaltung der GUI aber tatschlich Mehrwert entsteht, muss im Vorfeld die vollstndige Integration aller darunter liegenden Prozesse und Systeme geleistet werden. Denn Anwendungen ohne passende Automatisierungs- und Integrationsstrategie zu erstellen, bedeutet hufig fr User lange Reaktionszeiten in Kauf zu nehmen.

Gelingt es aber, digitale Transformation nahtlos zu gestalten, knnen benutzerfreundliche Portale bereits einen ersten Schritt in Richtung einer umfassenden Modernisierung bestehender Systemlandschaften darstellen. Ohne gleich alles ersetzen zu mssen.

Fehlt im Rahmen von digitaler Transformierung ein ganzheitlicher Ansatz, verfestigen sich Silos und Brche. Das Ergebnis sind viel zu viele Frontend-Kanle, Backend-Prozesse und heterogene Daten. Eine iDPA-Plattform hingegen verknpft Menschen, Systeme und Dinge nahtlos miteinander und lsst ein sog. Digitales kosystem entstehen, das von den automatisierten Prozessen innerhalb einer Abteilung, eines Unternehmens, einer Wertschpfungskette oder sogar einer ganzen Branche profitiert.

For companies wanting to extend their technological lead, easy access to data in all of its forms is key. To this end, decision-makers should be looking to invest in a platform solution that connects their internal systems (EAI/ETL), external systems (EDI), cloud systems (APIs/hybrid integration), things (IoT) and machines (Industry 4.0) from outset and throughout. Lobster takes this very approach, ensuring that conventional EDI processes, e.g. processing delivery notes, have access to continuously updated information. Even during transport, the temperature, humidity and storage data, for example, is made available using sensors. Although integration projects initially only affect a portion of the bigger picture, eliminating all isolated endpoints and silos should be the ultimate strategic goal.

The more different endpoints there are, the more complex dependencies become. However, integration platforms that only focus on data connectivity or data management lack a meaningful transaction concept which explicitly supports dependencies between individual data flows, persistence points and long-running processes. Similarly, in view of corporate requirements, it is imperative not to scrimp on detailed logging, debugging and monitoring options. For this reason, Lobster makes sure that information flows can be controlled and traced both internally and externally.

LOBSTER is a package that calculates crystal orbital hamilton populations. So it is not a DFT package, but rather a program which calculates some extra property on top of other DFT calculations: VASP, abinit, and qespresso.

We would like to have it for our oasis (as we have a lot of such calculations around), but preferably would like to get it upstream later so I want to check early if this would be an option and what would be needed.

The question is how to actually structure the parser. So as far as I can see there are already some other parsers (like phonopy and elastic) which work on top of other DFT calculations so it might be acceptable for upstream? But they might be slightly different in the sense that they generate the input (displacements, etc.) for DFT calculations and than parse it later, LOBSTER more or less just reads the wave function, structure and calculates some properties.

If this is acceptable for upstream, the question is how we should proceed? Should we just make it work a bit, lets say when it can parse the system, some method details and few properties, than upstream as soon as possible and work on it there, or would it be preferable to develop separately and only upstream when the parser is more complete?

The x_code_ prefix is used to denote niche specifics that are not super relevant to interpret the results. Of course, it is always debatable and depends on subjective developer decisions. I feel that the final properties that you calculate, should be more general. Anyhow, you simply start doing what you see necessary, and we moderate your metainfo contributions at due time together.

We just had an internal discussion. Putting results of codes like LOBSTER, phonopy, elastic into single configuration calculations is not ideal and should be deprecated. The results should be placed into the workflow sections. Specific workflows/codes should have their own subsection (e.g. as we do with geometry_optimization, phonons, etc). The single configuration calculations should only be used for calculations about a single system. The workflow section should be used for data acquired from many single configuration calculations.

LOBSTER more or less needs a converged DFT run in the same folder as an input. Could the parser in theory work as some sort of normalizer, to check on the existing DFT calculation (of the supported codes) if some LOBSTER stuff was done on top and than just augment the single configuration calculations with the corresponding section with lobster specific property (or would this be the exact type of hack that you are now trying to get rid of)?

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