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stefan-jansen / machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.
https://ml4trading.io
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MESSAGE_TYPES.XLS CHAPTER 2 #295

Closed ishikabansal77 closed 1 year ago

ishikabansal77 commented 1 year ago

Describe the bug I was trying to find message_types.xls file used in chapter 2, script 1 but wasn't able to. Kindly help.

JeroenGoddijn commented 1 year ago

I see it right in that chapter: https://github.com/stefan-jansen/machine-learning-for-trading/tree/main/02_market_and_fundamental_data/01_NASDAQ_TotalView-ITCH_Order_Book

stefan-jansen commented 1 year ago

Yes, it's right here: 02_market_and_fundamental_data/01_NASDAQ_TotalView-ITCH_Order_Book