pankajj6/pcap_feed_decoder
High-performance PCAP market-data decoder for exchange feeds, currently focused on NASDAQ TotalView-ITCH 5.0 and multi-symbol Level-3 order book reconstruction.
Topic: nasdaq-itch-parser
1 repositories
1 repositories
High-performance PCAP market-data decoder for exchange feeds, currently focused on NASDAQ TotalView-ITCH 5.0 and multi-symbol Level-3 order book reconstruction.