:warning: This repository is archived and no further development will take place.

Nasdaq Market Data Tools

Nasdaq Market Data Tools contain applications for working with historical market data from Nasdaq.

Nasdaq Market Data Tools require Java Runtime Environment (JRE) 8 or newer.

File Formats

Nasdaq Market Data Tools support the following file formats:

• NASDAQ TotalView-ITCH 5.0

Modules

Nasdaq Market Data Tools consist of the following applications:

• Nasdaq PMD converts historical market data from Nasdaq to Parity

• Nasdaq TAQ extracts the best bids and offers (BBOs) and trades

License

Copyright 2015 Jussi Virtanen.

Released under the Apache License, Version 2.0. See LICENSE.txt for details.