How to Parse BATS Market Data Messages
I just created a ‘Page’ as opposed to a WordPress ‘Post’ documenting how I was able to parse BATS Market…
Filter Market Data Messages in an FPGA – part 3
Filter Market Data Messages in an FPGA – part 3 Note: Skip directly to GitHub.com to download the source code…
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…
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…