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  1. Data sorting help: Nordic ITCH order book

    anybody know how to construct a intraday stock price from NASDAQ TotalView-ITCH data? I would need to know the price in millisecond, so I would...
    Thread by: evira, Nov 26, 2013, 0 replies, in forum: Data Sets and Feeds

  2. Data sorting help: Nordic ITCH data

    My data consist of like 20 million rows of this: T33013 M000 D 431630 X 431629 1000 M003 D 431571 A 431665S 100 67272 1834000...
    Thread by: evira, Jan 6, 2013, 8 replies, in forum: Data Sets and Feeds
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