penberg/helix

Issues

• Sample data for NASDAQ US ITCH

  #3 opened 10 years ago
  3

• Displaying prices and sizes in tools

  #47 opened 7 years ago by jvirtanen
  1

• exceptions / throw

  #17 opened 10 years ago
  5

• Memory Usage

  #48 opened 8 years ago by nickos556
  2

• MoldUDP handler does not support gap-fill

  #41 opened 9 years ago by penberg
  0

• MoldUDP handlers invoke callbacks during gap-fill

  #40 opened 9 years ago by penberg
  0

• NASDAQ MoldUDP and MoldUDP64 handlers do not verify session ID

  #38 opened 10 years ago by penberg
  0

• Timestamp unit is not standardized

  #37 opened 10 years ago by penberg
  0

• unordered_map & map usage

  #2 opened 10 years ago
  7

• check for crossed market

  #10 opened 10 years ago
  2

• Unify order book event and trade event callbacks

  #32 opened 10 years ago by penberg
  0

• try boost::multi_index::multi_index_container

  #21 opened 10 years ago
  0

• support negative prices

  #27 opened 10 years ago
  0

• try pre-compiled lookup tables

  #26 opened 10 years ago
  0

• better ob perf tests

  #25 opened 10 years ago
  0

• trade size does not make sense

  #19 opened 10 years ago
  0

• helix-trace: multiple symbols in the same file

  #12 opened 10 years ago
  0

• variable decimal conversion

  #16 opened 10 years ago
  0

• API to integrate closed source parsers

  #15 opened 10 years ago
  0

• helix-trace: binary output format

  #13 opened 10 years ago
  0

• resample helix-trace - progress reports

  #11 opened 10 years ago
  0

• tool - resample ITCH to BBO file

  #5 opened 10 years ago
  6

• order - extra info

  #7 opened 10 years ago
  0

• ob callback filters

  #6 opened 10 years ago
  0

• libuv version?

  #1 opened 10 years ago by jvirtanen
  6