JayBeams
0.1
Another project to have fun coding.
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Files | |
file | itch5bookdepth.cpp [code] |
Compute ITCH5 Depth of Book statistics. | |
file | itch5eventdepth.cpp [code] |
This program tries to answer the question: | |
file | itch5inside.cpp [code] |
This program reads a raw ITCH-5.0 file and generates the inside quotes in an ASCII (though potentially compressed) file. | |
file | itch5moldreplay.cpp [code] |
file | itch5stats.cpp [code] |
file | itch5trades.cpp [code] |
This program reads a raw ITCH-5.0 file and prints out the trade messages into an ASCII (though potentially compressed) file. | |
file | moldheartbeat.cpp [code] |