The task is to add support for the IEX DEEP format. Currently, we only support various ITCH formats.
We have sample files and reference materials for IEX DEEP in the /data/meatpy directory (read-only). The task is to implement support for IEX DEEP using the same outline and structure as for the various Nasdaq ITCH versions.
Once implementation is complete, make sure it actually works by processing messages and rebuilding the order book. Validate this by running the processing pipeline on the sample files.
You can use the /data/meatpy_work directory to store your processed files.
The task is to add support for the IEX DEEP format. Currently, we only support various ITCH formats.
We have sample files and reference materials for IEX DEEP in the /data/meatpy directory (read-only). The task is to implement support for IEX DEEP using the same outline and structure as for the various Nasdaq ITCH versions.
Once implementation is complete, make sure it actually works by processing messages and rebuilding the order book. Validate this by running the processing pipeline on the sample files.
You can use the /data/meatpy_work directory to store your processed files.