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Building order book from NASDAQ ITCH file #2

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pankajk opened this issue Jan 31, 2019 · 0 comments
Open

Building order book from NASDAQ ITCH file #2

pankajk opened this issue Jan 31, 2019 · 0 comments

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@pankajk
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pankajk commented Jan 31, 2019

I am not that expert in c++, so looking for example to build limit order book from ITCH file for particular ticker. It will make jobs of other people much easier.
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