Metadata-Version: 2.1
Name: iex-parser
Version: 1.0.0
Summary: Parser for IEX data files
Home-page: https://github.com/rob-blackbourn/iex_parser
Author: Rob Blackbourn
Author-email: rob.blackbourn@googlemail.com
License: Apache 2
Description: # iex_parser
        
        Parser for IEX pcap DEEP and TOPS files.
        
        ## Overview
        
        At the time of writing the IEX exchange provides two file downloads for
        historical data: DEEP and TOPS. This data is provided as a `pcap` file
        which is a dump of the network activity.
        
        This package provides an API for extracting the data from these files.
        
        ## Installation
        
        Install from PyPi.
        
        ```bash
        pip install iex_parser
        ```
        
        ## Example
        
        The following code processes the TOPS sample file downloaded from IEX.
        
        ```python
        from iex_parser import Parser, TOPS_1_6
        
        TOPS_SAMPLE_DATA_FILE = 'data_feeds_20180127_20180127_IEXTP1_TOPS1.6.pcap'
        
        with Parser(TOPS_SAMPLE_DATA_FILE, TOPS_1_6) as reader:
            for message in reader:
                print(message)
        ```
        The result looks like this:
        
        ```python
        {'type': 'trading_status', 'status': b'T', 'timestamp': datetime.datetime(2018, 1, 27, 15, 23, 40, 490473, tzinfo=datetime.timezone.utc), 'symbol': b'SPEM', 'reason': b''}
        {'type': 'trading_status', 'status': b'H', 'timestamp': datetime.datetime(2018, 1, 27, 15, 23, 42, 95642, tzinfo=datetime.timezone.utc), 'symbol': b'INCO', 'reason': b'NA'}
        {'type': 'trading_status', 'status': b'H', 'timestamp': datetime.datetime(2018, 1, 27, 15, 23, 42, 852349, tzinfo=datetime.timezone.utc), 'symbol': b'CHSCN', 'reason': b'NA'}
        {'type': 'price_level_update', 'side': b'S', 'flags': 1, 'timestamp': datetime.datetime(2018, 1, 27, 15, 23, 44, 856983, tzinfo=datetime.timezone.utc), 'symbol': b'ATLO', 'size': 8755, 'price': Decimal('38.95')}
        {'type': 'price_level_update', 'side': b'S', 'flags': 0, 'timestamp': datetime.datetime(2018, 1, 27, 15, 23, 44, 856983, tzinfo=datetime.timezone.utc), 'symbol': b'ATLO', 'size': 37222, 'price': Decimal('48')}
        {'type': 'price_level_update', 'side': b'S', 'flags': 1, 'timestamp': datetime.datetime(2018, 1, 27, 15, 23, 44, 856987, tzinfo=datetime.timezone.utc), 'symbol': b'ATLO', 'size': 8958, 'price': Decimal('38.95')}
        {'type': 'price_level_update', 'side': b'S', 'flags': 0, 'timestamp': datetime.datetime(2018, 1, 27, 15, 23, 44, 856987, tzinfo=datetime.timezone.utc), 'symbol': b'ATLO', 'size': 37019, 'price': Decimal('48')}
        ```
        
        The following code processes the DEEP sample file downloaded from IEX.
        
        ```python
        from iex_parser import Parser, DEEP_1_0
        
        DEEP_SAMPLE_DATA_FILE = 'data_feeds_20180127_20180127_IEXTP1_DEEP1.0.pcap'
        
        with Parser(DEEP_SAMPLE_DATA_FILE, DEEP_1_0) as reader:
            for message in reader:
                print(message)
        ```
Keywords: IEX parser pcap
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Topic :: Software Development
Classifier: Topic :: Software Development :: Libraries
Description-Content-Type: text/markdown
