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chronoxor / CppTrader

High performance components for building Trading Platform such as ultra fast matching engine, order book processor
MIT License
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NASDAQ ITCH sample data source is unavailable #32

Closed hyili closed 1 year ago

hyili commented 2 years ago

Hi, I'm new to C++ trading system. Found this great project for learning. When I tried to build and run the sample benchmark, I found that I can't access to the ftp://emi.nasdaq.com/ITCH to get the ITCH sample data. After spending some time on this, I finally found out https://emi.nasdaq.com/ITCH is a replacement. Maybe this could help, for someone who also need the sample data.

thank you.

Reidmen commented 1 year ago

This is a bit late, but a PR would be ideal, data is here (~5.2GB) will be proposing one PR to fix it.

chronoxor commented 1 year ago

Fixed, thanks!