A paraser for the ITCH message format implemented by the NASDAQ & ASX written in Rust. Parses >20m messages per second.
Work in progress.
-
Notifications
You must be signed in to change notification settings - Fork 0
leftwinglow/FastASX
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
An ITCH message parser implemented in Rust.
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published