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Author:
groovg
Summary:
NASDAQ TotalView-ITCH 5.0 to research tables: BBO, trades, order book. C++23 core, zero-copy numpy.
Latest version:
0.2.1
Required dependencies:
numpy
|
tzdata
Optional dependencies:
abi3audit
|
polars
|
pyarrow
|
pytest
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7-day smoothing