totalview-itch

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Price response function and spread impact analysis in correlated financial markets

RTL implementation of the Nasdaq ITCH protocol decoder.

rtl verilog hft totalview totalview-itch hft-network

Nasdaq TotalView-ITCH 5.0 Parser

finance data trading financial investing feed quantitative nasdaq equities funds totalview etfs nasdaq-itch totalview-itch

Small C library to handle itch messages

c itch nasdaq-itch totalview-itch

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