Lunary

Lunary is a high-performance ITCH (NASDAQ TotalView-ITCH) parser built by Lunyn to address limitations in traditional market data infrastructure through optimized parsing for low-latency, high-reliability features. Even on scalar-only hardware without SIMD support, Lunary reliably processes millions of messages across modes like adaptive batching and parallel processing.

Quickstart

cargo build --release
./target/release/itch-bench /path/to/itch

License

AGPL - GNU Affero General Public License