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Create an efficient representation for a stock or security #57

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coryan opened this issue Nov 27, 2016 · 0 comments
Open

Create an efficient representation for a stock or security #57

coryan opened this issue Nov 27, 2016 · 0 comments
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enhancement
Projects
Create Security Directory Support cla...
Milestone
Benchmark FFTW-ba...

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@coryan
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coryan commented Nov 27, 2016

We need a representation for a stock or security. Nothing too elaborate, but efficient enough to be used in the implementation of time delay estimators, and not specifically tied to ITCH-5.0 (i.e. jb::itch5::stock_t is not what we need).
@coryan coryan self-assigned this Nov 27, 2016
@coryan coryan mentioned this issue Nov 27, 2016
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coryan added a commit that referenced this issue Nov 27, 2016
@coryan
Create a container to store security attributes. This is
68f2cc6 
part of the changes to create a security directory, and that
will be used to create a symbol class as requested in #57
Technically we do not need these classes, but they are fun
to write.
@coryan coryan removed their assignment Nov 30, 2016
coryan added a commit that referenced this issue Nov 30, 2016
@coryan
Create a container to store security attributes. This is
647f899 
part of the changes to create a security directory, and that
will be used to create a symbol class as requested in #57
Technically we do not need these classes, but they are fun
to write.
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Labels
enhancement
Projects
Create Security Directory Support cla...
TODO
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Benchmark FFTW-based TDE for Syntheti...
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