create_message_spec.py

[nandodmelo]

Hello Stefan,

I bought your book on Packt, I trying to do the exercises, but I am a bit confuse, where is the file create_message_spec.py? i didn't understand what to do.

Chapter 2 - 01_build_itch_order_book.ipynb

[stefan-jansen]

Hi, thank you for your interest! The file is right here: https://github.com/stefan-jansen/machine-learning-for-trading/blob/master/02_market_and_fundamental_data/01_NASDAQ_TotalView-ITCH_Order_Book/create_message_spec.py

packt has probably not yet updated their fork, so you're better off using this repo instead.

Please let me know if you run into any other issues and I'll do my best to fix it.