Scala library for parsing TAQ NYSE OpenBook Ultra
Scala
Latest commit 45d36b1 Jan 15, 2015 @ezhulenev Update README.md
Permalink
Failed to load latest commit information.
assets add assets + update readme Jul 24, 2014
project git ignore Jan 14, 2015
src fix bugs + styling Jan 16, 2015
.gitignore git ignore Jan 14, 2015
.travis.yml indeed, travis is quite picky about compiler versioning here Jan 14, 2015
LICENSE Update LICENSE Jan 14, 2015
README.md Update README.md Jan 16, 2015
build.sbt fix bugs + styling Jan 16, 2015

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"