Filter Market Data Messages in an FPGA – part 2
Skip directly to the source code on Github.com here: https://github.com/JohnStratoudakis/LabVIEW_Fpga/tree/master/MarketData/MarketData_01 So what now. We know what a NASDAQ ITCH 4.1 Market Data Message looks like. The format is very simple, there is some – yes – ASCII data in the message format, and all messages are preceded by the message length. Message length preceding the … Read more