Closed justinabate closed 3 years ago
Can you please post example pcaps here as we do do not have access to Nasdaq's ftp site
They're too large to post in the comment so I've uploaded here: https://www.mediafire.com/folder/w8ovegtr8prnm/ITCH_50
I dont think these files are pcaps. Nasdaq probably could tell you more but I believe them to be some proprietary data format produced by Nasdaq. However, I once came across another project that used these files:
https://github.com/DavZim/RITCH
Consider looking there for examples reading these files.
I'm trying to use:
With the respective PCAPs from ftp://emi.nasdaq.com/ITCH/ {BX_ITCH_50, NASDAQ_ITCH50, PSX_ITCH_50}
Opening as such:
But I receive errors like this:
Is there something I'm missing?