C++ library for IEX TOPS, DEEP, DEEP+ pcap decoding and book building. Inspired by https://github.com/rosskidson/IEX_pcap
mkdir build
cd build
cmake .. && make
- DEEP+ L3 book
forked from rosskidson/IEX_pcap
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C++ library for decoding IEX exchange pcap files and orderbook building
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dizhouwu/IEX_pcap_orderbook
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C++ library for decoding IEX exchange pcap files and orderbook building
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