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    NSDQ ITCH dump parsing: Low Price & High Price issues

    THANKS! for really qiuck answer. Order Executed Message event doesn't have Printable flag (Order Executed With Price Message event has Printable flag, but Executed Message event doesn't). Order Executed Message event with higher High Price (by official NSDQ historical web site) was recieved...
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    NSDQ ITCH dump parsing: Low Price & High Price issues

    I implemented a tool wich parses NSDQ ITCH daily dump files to get some data for my customer. Parsed stock High Price and Low Price are different from http://www.nasdaq.com/symbol/immu/historical data (to compare I used IMMU stock in 01 June 2015 to compare data). The reason is two Order...
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    Takion API documentation

    Hi guys, My customer is going to use Takion platform. But he can't find any API documentation. Takin support team is very slow in responses. From my personal experience (in Lightspeed BlackBox & GreyBox strategies development) I think it has to be free. Additionally I can't find forums & blogs...
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