Parser / Feed Handler for Tokyo Stock Exchange Flex Standard file format

$10-250 CAD

Imeghairiwa

Imechapishwa

over 6 years ago

$10-250 CAD

Kulipwa wakati wa kufikishwa

We have a large amount of Level 2 data from the Tokyo Stock exchange in a binary file format, and want to extract the level 1 quotes to a CSV file. The output file format is described in the first attachment below, while the second attachment contains the following documents required to parse the binary file: E01_Market Information System FLEX Connection Specification Common Items DS [login to view URL] E02_Market Information System FLEX Connection Specification Realtime Message (Standard) DS [login to view URL] I've also uploaded a small sample file containing some data to be parsed. Note that the parser cannot keep all information in memory if more than one pass is required, as the daily data files are approximately 15 GB. This project is preferably coded in C or C#, although Java or Python is also acceptable.

Kitambulisho cha mradi: 15232418

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13 mapendekezo

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Inatumika 7 yrs ago

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