#normalization #translation #listed #market #parser #symbology #equities

symbologyl2

Symbology normalization and translation for listed US equities

2 releases

0.1.1 Dec 7, 2022
0.1.0 Dec 5, 2022

#3 in #listed

MIT license

505KB
953 lines

release build format + lint + test Coverage Status

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Symbology Normalization (symbologyl2)

Introduction

Utility functions for parsing, normalizing, and translating between various capital market symbology types.

Current Support

  • US equities
    • CMS Concatenated/Suffix
    • Nasdaq Integrated
    • CQS (NYSE/CTA plan)

Development

cargo clippy --all-features --all-targets -- -D warnings
cargo test --all
cargo build --release

Dependencies

~2.2–3MB
~63K SLoC