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

Filter Market Data Messages in an FPGA – part 1

So I went to NASDAQs ftp site and downloaded the entire ITCH feed for November 9th, 2013.  The file was large – 319MB compressed, and you can download it yourself from here: ftp://emi.nasdaq.com/ITCH/11092013.NASDAQ_ITCH41.gz. NASDAQ has a very simple document describing the specification here: http://nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTV-ITCH-V4_1.pdf I skimmed over the specification to get an idea of how Market … Read more

From Trump to Profit

I am sure that every single trader gets nervous whenever Trump speaks.  If he says “wall” they have to go short the Mexican Peso, if he talks about Obamacare or the “Unaffordable Care Act”, they have to short Healthcare stocks.  During his first news conference on Thursday, January 11th, 2017, he went a step further … Read more

Categories HFT

Hello FPGA

So I want to use an FPGA.  I don’t want to spend thousands of hours reading through manuals, learning VHDL or the “easier” Verilog, and I don’t want to spend forever picking the right hardware, accessories, boards, installing drivers, getting it to work with my operating system…etc I heard LabVIEW for FPGA is a great … Read more