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jvirtanen avatar jvirtanen commented on June 30, 2024 1

@jahagirdar The file format is TotalView-ITCH inside BinaryFILE, see the project documentation for links to the specifications. I've written a simple utility that uses this project to read these files.

from nassau.

jvirtanen avatar jvirtanen commented on June 30, 2024

Hi @jahagirdar! No, at least I don't currently have any packet captures to share. Nasdaq has some sample files on their FTP site but I think none of them are in the pcap format:

ftp://emi.nasdaq.com/

from nassau.

jahagirdar avatar jahagirdar commented on June 30, 2024

@jvirtanen Thanks for the response,
I downloaded one of the ITCH sample .gz file from the ftp site. you are correct, it is not in a .pcap format.
By looking at the file in the text editor I can guess that the ITCH formatted message starts from column 14-15 onwards.
bx_itch

I will spend some time trying to find the file format used for these files and adapt my pcap reader to read this format.

Thanks for your help.

from nassau.

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