itch41 parses a file of level 3 NASDAQ stock exchange data, such as ftp://emi.nasdaq.com/ITCH/S030711-v41.txt.gz. This is mainly for demonstration purposes, lacking column domains, column constraints, data validation, timestamp calculations, stock symbol lookup for execution/cancel/delete messages, derived columns (e.g. for partitioning), and the general kinds of pre-processing one would expect from a production tick data loader.
|Tags||Python YAML data nasdaq|
|Operating Systems||Cross Platform|
Release Notes: Initial release.