IexDownloaderParser

Project information

Simple Python project for both automated the process of downloading pcap files from IEX and also a parser with two separate purposes: 1) dumping CSV files containing all trades and snapshots of books, and 2) dumping strategy studio formatted CSVs.

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Created on

April 29, 2025

Copy SSH clone URLgit@gitlab.engr.illinois.edu:ie421_high_frequency_trading_spring_2025/ie421_hft_spring_2025_group_15/iexdownloaderparser.git
Copy HTTPS clone URLhttps://gitlab.engr.illinois.edu/ie421_high_frequency_trading_spring_2025/ie421_hft_spring_2025_group_15/iexdownloaderparser.git

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