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    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 need two rows: timestamp (for every millisecond) and price (best bid/ask) Thanks for any help!
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    Data sorting help: Nordic ITCH data

    Thanks It worked! I really appreciate your help! Would it be possible to add to that script that it would delete rows that don´t for example have the number "24311" or make another simple one for the new txt file. And a harder one: is it possible to make a script that would delete all...
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    Data sorting help: Nordic ITCH data

    I got your script working! Thanks a lot!
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    Data sorting help: Nordic ITCH data

    Im a total beginner in programming.. I just need to edit my files to that new order Im running python 3.3.0 under Win32/Win7. I made the test.py from the script using python. I don´t know how to command a file. Like where should the file be in for example C:/Python33/test.txt I...
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    Data sorting help: Nordic ITCH data

    Im getting an error.. It says invalid syntax with red on the %s' Can you help? If my file is called: test.txt how should I open it in Python and run the script? Thanks!
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    Data sorting help: Nordic ITCH data

    Maybe Python if its easier? Can you also make the script that way, that all the rows starting with S,O,R,H,B and Q would be deleted. Thanks in advance!
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    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 M006 A 431666S 2600 1027 1176000 D 430996 In which program could I sort it the way that it would look like this: 33013000 D 431630 33013000 X...
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