Scala library for parsing TAQ NYSE OpenBook Ultra
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README.md

TAQ NYSE OpenBook Ultra Parser

Build Status

Scala parser for NYSE historical data product: http://www.nyxdata.com/Data-Products/NYSE-OpenBook-History

Where to get it

To get the latest version of the library, add the following to your SBT build:

resolvers += "ezhulenev Bintray Repo" at "https://dl.bintray.com/ezhulenev/releases"

And use following library dependencies:

libraryDependencies +=  "com.scalafi" %% "scala-openbook" % "0.0.10"