PCAP Parser for Book Building 1.0

[pierreyvessojic]

pierreyvessojic submitted a new resource:

PCAP Option Parser - High-performance C++ application designed to parse PCAP files from an Exchange

This MBO PCAP Parser is a high-performance, work-in-progress C++ application designed to parse PCAP files from financial exchanges. While the program is designed to be adaptable to the characteristics of any exchange, the current implementation is tailored to the CBOE Futures Exchange (CFE). This parser reconstructs Market-by-Order (MBO) order books and includes complementary tools, providing a powerful foundation for identifying arbitrage opportunities and generating...

Read more about this resource...