itch-java

Java library for NASDAQ ITCH (SoupBinTCP) protocol

Summary

This is an academic project, it attempts to clearly show ITCH 4.1 and SoupBin work.

Grab a data file from ftp://emi.nasdaq.com/ITCH/ and load it up as a FileSource to check it out. You will need one of the [datestamp].NASDAQ_ITCH41 files. The others are different protocol formats and probably will not work.

Example

ItchParseritch = newItchParser(source);
for (;;) {
ItchMessagemsg = itch.next();
if (msg == null) {
System.out.println("End of messages.");
break;
}
switch(msg.IDENT) {
caseSystemMessage.IDENT:
System.out.println(msg.toSystemMessage());
break;
caseStockDirectoryMessage.IDENT:
System.out.println(msg.toStockDirectoryMessage());
break;
caseStockTradingMessage.IDENT:
System.out.println(msg.toStockTradingMessage());
break;
caseMarketParticipantPositionMessage.IDENT:
System.out.println(msg.toMarketParticipantPositionMessage());
break;
}
}

License

MIT