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Itch

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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Who has got test market connections Direct Edge, Arca, Opra, BATS, ITCH ? Want to test these C++ data feed handler

Who has got test market connections Direct Edge, Arca, Opra, BATS, ITCH ? Want to test these C++ data feed handler   C++ Open Source Market Data Feed–handlers – Chris Donnan … 24 Sep 2011 – C++ Open Source Market Data Feed-handlers. Feed-handlers for: arca; bats; directedge; itch; opra. Code looks pretty well written. Code http://chrisdonnan.com/blog/2011/09/24/c-open-source-market-data-feed-handlers/http://www.openmama.org/blog/2012-05-14/openmamda-and-open-data-model   Check out my free newsletter I send out …

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