This thesis presents two projects for Julia developers in financial studies. The first project focuses on the Limit Order Book (LOB), which is a useful tool in studying financial market microstructure. As trading volume grows, efficient data structures become more important for reducing latency and modeling accuracy. To address this challenge, the VLLimitOrderBook.jl package is proposed as a software solution that simulates the order book dynamics and captures the interaction between market participants and exchanges. This package is validated via data feed messages from Nasdaq TotalViewITCH. It serves as an effective tool for researchers and traders to study order book behavior and develop trading strategies. The second project involves the development of a WebSocket API for PQPolygonSDK.jl, a software development kit for Polygon.io financial data warehouse. We provide an analysis of data volume and latency, as well as a discussion of the WebSocket structure and its future development.