An Object-Oriented Library for Real-Time Processing of ...
The specific data-intensive application we consider ... The historical NASDAQ OMX Total View-ITCH version 4.1 ... Figure 1: Class diagram of our software system for processing NASDAQ OMX TotalView-ITCH 4.1 standard messages. Citation: Howle LE, McGehee C, Mann BP (2012) An Object-Oriented Library for Real-Time Processing of NASDAQ Order Book ...
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