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Create and Parse NASDAQ Itch Messages in Python

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Itch

Create and Parse NASDAQ Itch Messages

See the unit tests in ITCH41Tests.py

  • How to create an ITCH41 message from a list of user-friendly arguments, or from the raw bytes that one encounters in an actual NASDAQ ITCH 4.1 data feed

  • parseItch.py - script that can take a raw message feed and run a custom function

  • createItch.py - script that can take a list of user-friendly arguments and to create a binary file for testing your NASDAQ Itch 4.1 feed parser

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Create and Parse NASDAQ Itch Messages in Python

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