Open Markets Initiative
Open Markets Initiative
Provide example for loading directory file: https://info.memxtrading.com/us-options-instrument-directory The memx dissector will need to be able to work with or without this file. 1) no file: display binary identifier 2) provide...
Ouch specification: https://github.com/Open-Markets-Initiative/Directory/blob/main/Organizations/Nasdaq/Specifications/Nasdaq.Nsm.Equities.Orders.Ouch.v5.0.pdf Some timestamp fields are nanoseconds from midnight. Provide a prototype for source generation using the packet timestamp as the source for the date component of the timestamp.
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4246617
https://patents.google.com/patent/US7401326B1/en https://patents.google.com/patent/US8321465B2/en https://patents.google.com/patent/US7818732B2/en
Please include: https://github.com/aeron-io/simple-binary-encoding