itchy 0.2.1

Nom-based parser library for NASDAQ ITCH protocol
Documentation

itchy

Build Status Crates.io Version

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

It is zero-allocation (thanks nom!) pretty fast, parsing around 20M messages/second on my XPS 9370.

Usage

Add this to your Cargo.toml:

[dependencies]
itchy = "0.2"

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.