itchy
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
:
[]
= "0.2"
Simple usage example:
let stream = from_file.unwrap;
for msg in stream
See the API docs for more information.