Python implementation of the NASDAQ ITCH 4.1 specification

Python implementation of the NASDAQ ITCH 4.1 specification From Chris Reeves: This is a python (2.6) implementation of the NASDAQ ITCH 4.1 specification. The spec can be found at http://nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTV-ITCH-V4_1.pdf This is meant to be an educational project. While this can process about 8 gigs (on my quadcore anyways) in a little over an hour, …

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