Profitability, efficiency, and inequality in double auction markets with snipers

Data and replication supplement for double auction markets with snipers

“…They can be used to recreate similar simulations, or carefully altered to change the simulations. Changeable parameters include robots' value and cost parameters (thereby setting market demand and supply), the ZI robot and SB robot populations or use of other pre-programmed robots, and the relative speeds at which the robots arrive at the market.The dataset expands upon the associated research article [1] by also providing raw data for additional cases that are useful to consider but were omitted from the main discussion because of space and scope limitations. Compared to the original analysis reported in Ref.…”

“…[1], data here is extended with additional columns for sellers' data as well as buyers' data, and all tables regarding the effects of sniper population now contain additional rows for sniper proportions 0%–95% in 5% increments (instead of 0%, 5%, then 10% increments for 10–90%, and 95%).The dataset includes both raw data from the simulations reported in Ref. [1] and a separate replication of the analysis (calculated data) using Google BigQuery, where a copy of the raw and calculated data exist. This copy enables online querying, filtering, and analysing of the raw and calculated data and can shorten the time to new insights.…”

“…The dataset expands upon the associated research article [1] by also providing raw data for additional cases that are useful to consider but were omitted from the main discussion because of space and scope limitations. Compared to the original analysis reported in Ref.…”

“…Compared to the original analysis reported in Ref. [1], data here is extended with additional columns for sellers' data as well as buyers' data, and all tables regarding the effects of sniper population now contain additional rows for sniper proportions 0%–95% in 5% increments (instead of 0%, 5%, then 10% increments for 10–90%, and 95%).…”

“…The dataset includes both raw data from the simulations reported in Ref. [1] and a separate replication of the analysis (calculated data) using Google BigQuery, where a copy of the raw and calculated data exist. This copy enables online querying, filtering, and analysing of the raw and calculated data and can shorten the time to new insights.…”