Implement HIST parsers
timpalpant opened this issue · 1 comments
timpalpant commented
The HIST API provides data files containing IEXTP packet captures for the TOPS and DEEP endpoints each day. Implement parsers for these protocols. The specs are available here: https://www.iextrading.com/trading/market-data/#specifications
timpalpant commented
A preliminary working implementation is available in the pcap2json tool.