3 ms·
NASDAQ has some sample data here: ftp://emi.nasdaq.com/ITCH/ Their website also has a description of the format: http://www.nasdaqtrader.com/content/technicalS
by nzmsv 16y ago
NASDAQ has some sample data here: ftp://emi.nasdaq.com/ITCH/
Their website also has a description of the format: http://www.nasdaqtrader.com/content/technicalSupport/specifications/dataproducts/tvitch-v4.pdf http://www.nasdaqtrader.com/content/technicalSupport/specifi...