GitHub - capitalk/collectors

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 114 Commits
aggregated_book		aggregated_book
collect-fix		collect-fix
collect-interactive_brokers		collect-interactive_brokers
collect-itch		collect-itch
exchange		exchange
order_book		order_book
proto		proto
scripts		scripts
utils		utils
validate_symbols		validate_symbols
.gitignore		.gitignore
README		README

Repository files navigation

Data collectors for collecting tick data to file 
Building collector-fix will also build the order book 

Generic FIX and specific itch implementations are in different directories

Use validate_symbols to find out which pairs are supported by any exchange