OUCH

This is a Nasdaq OUCH 5.0 message parsing C library used to handle inbound and outbound OUCH messages.

This is the companion library to the C Totalview ITCH 5.0 library and created in the context of my larger Nasdaq HFT FPGA project.

Most of this code was automatically generated using a python script and an xml used to outline the message format. The python script and generated content can be found in the gen directory. xml format file can found in the doc directory.

Build library

To build the static library libouch.a :

make lib

Build release

To build a release and have it packaged in the release directory :

make release

Build test

To test the build:

make test

Sources

Reference OUCH 5.0 specification : http://nasdaqtrader.com/content/technicalsupport/specifications/TradingProducts/Ouch5.0.pdf

License

This code is licensed under CC BY-NC 4.0 with the exception of the nasdaq_ouch.xml which is under MIT license, all rights belong to Julia Desmazes.