itchy

ITCH parser library for Rust. Implements the NASDAQ 5.0 spec which can be found here.

It is zero-allocation (thanks nom!) and pretty fast, parsing around 20M messages/second on my not-fast laptop.

Usage

Add this to your Cargo.toml:

[dependencies]
itchy = "0.3"

Simple usage example:

let stream = itchy::MessageStream::from_file("/path/to/file.itch").unwrap();
for msg in stream {
    println!("{:?}", msg.unwrap())
}

See the API docs for more information.

lib.rs:

itchy - a nom-based parser for the NASDAQ ITCH protocol 5.0

It aims to sensibly handle the whole protocol. It is zero-allocation and pretty fast. It will process several million messages per second on a decent CPU.

Typical usage:

extern crate itchy;

let stream = itchy::MessageStream::from_file("/path/to/file.itch").unwrap();
for msg in stream {
    println!("{:?}", msg.unwrap())
}

The protocol specification can be found on the NASDAQ website