Filter Market Data Messages in an FPGA – part 3 Note: Skip directly to GitHub.com to download the source code by following this link: https://github.com/fpganow/MarketData System Requirements: LabVIEW 2016 LabVIEW 2016 FPGA Module http://www.ni.com/labview/ This post will cover the next iteration of implementing an OrderBook inside an FPGA that is based on a NASDAQ ITCH … Read more
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
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