JayBeams  0.1
Another project to have fun coding.
tools Directory Reference

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]