CodePlexProject Hosting for Open Source Software
Does anyone have time to develop a parser for the NASDAQ ITCH protocol and the NASDAQ ITTO protocol? Public references to each protocol can be found at: nasdaqtrader.com/content/technicalsupport/.../NQTV-ITCH-V4_1.pdf and
www.nasdaqtrader.com/content/technicalsupport/.../optionsITTO.pdf. Thank you.
Unfortunately, the link you provided is abbreviated and not valid. Did you mean to point us to this file?
You might want to check out our parser tutorial here:
http://nmparsers.codeplex.com/releases/view/21192#DownloadId=53465. If you have some time, you may be able to get a base of an ITCH parser together yourself.
Do you have a sample .cap file with this kind of messages?
No. I do have a sample text ITCH file.
Are you sure you want to delete this post? You will not be able to recover it later.
Are you sure you want to delete this thread? You will not be able to recover it later.