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lobmp

Limit Order Book Message Processor is a Python package designed to transform raw lseg(aka Refinitiv) high frequency trading data into convenient formats such as parquet.

Install

The package is available through PyPi

pip install --upgrade lobmp

Features

The package is intended to be used as a Command Line Interface (CLI) program. The main features are

CLI for processing message files
Supports LSEG (also known as Refinitiv) provider (with potential for future expansion)
Outputs data in part-* Parquet format
Adjustable verbosity for logging

Please keep in mind this a package under development, so bugs are expected and functionality is not guaranteed to be 100% correct.

Usage

lobmp <filepath> <targetdir> [--verbose LEVEL]

Required Arguments

filepath: Path to the CSV file to be processed.
targetdir: Directory where the processed file will be saved. Optional Arguments
--verbose: Logging level. Choose from: DEBUG, INFO, WARNING, ERROR, CRITICAL or NOTSET (default)

For example

lobmp raw_messages.csv ./output --verbose DEBUG

Will process the raw_messages.csv file and output the processed messages in the output folder.

Contributing

Please fork the project and clone it into your computer. Then install the required dependencies:

python -m venv .venv

. .venv/bin/activate

uv lock

just develop

pre-commit install

rustup component add llvm-tools-preview

cargo install cargo-llvm-cov

Metadata

Release files for lobmp 0.1.6

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for lobmp 0.1.6
File	Size	Uploaded
lobmp-0.1.6.tar.gz	106.5 kB	May 2, 2025	Details

Built distributions (wheels)

Table of built distributions (wheels) for lobmp 0.1.6
File	Interpreter	ABI	Platform	Reset
lobmp-0.1.6-pp311-pypy311_pp73-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 13.2 MB May 2, 2025	PyPy 3.11	PyPy 3.11 7.3	Linux glibc 2.17+ x86-64	Details
lobmp-0.1.6-pp311-pypy311_pp73-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 12.5 MB May 2, 2025	PyPy 3.11	PyPy 3.11 7.3	Linux glibc 2.17+ ARM64	Details
lobmp-0.1.6-cp313-cp313t-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 12.5 MB May 2, 2025	CPython 3.13	CPython 3.13 free-threading	Linux glibc 2.17+ ARM64	Details
lobmp-0.1.6-cp313-cp313-win_amd64.whl 11.5 MB May 2, 2025	CPython 3.13	CPython 3.13	Windows x86-64	Details
lobmp-0.1.6-cp313-cp313-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 13.2 MB May 2, 2025	CPython 3.13	CPython 3.13	Linux glibc 2.17+ x86-64	Details
lobmp-0.1.6-cp313-cp313-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 12.5 MB May 2, 2025	CPython 3.13	CPython 3.13	Linux glibc 2.17+ ARM64	Details
lobmp-0.1.6-cp313-cp313-macosx_11_0_arm64.whl 11.3 MB May 2, 2025	CPython 3.13	CPython 3.13	macOS 11.0+ ARM64	Details
lobmp-0.1.6-cp313-cp313-macosx_10_12_x86_64.whl 12.2 MB May 2, 2025	CPython 3.13	CPython 3.13	macOS 10.12+ x86-64	Details
lobmp-0.1.6-cp312-cp312-win_amd64.whl 11.5 MB May 2, 2025	CPython 3.12	CPython 3.12	Windows x86-64	Details
lobmp-0.1.6-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 13.2 MB May 2, 2025	CPython 3.12	CPython 3.12	Linux glibc 2.17+ x86-64	Details
lobmp-0.1.6-cp312-cp312-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 12.5 MB May 2, 2025	CPython 3.12	CPython 3.12	Linux glibc 2.17+ ARM64	Details
lobmp-0.1.6-cp312-cp312-macosx_11_0_arm64.whl 11.3 MB May 2, 2025	CPython 3.12	CPython 3.12	macOS 11.0+ ARM64	Details
lobmp-0.1.6-cp312-cp312-macosx_10_12_x86_64.whl 12.2 MB May 2, 2025	CPython 3.12	CPython 3.12	macOS 10.12+ x86-64	Details
lobmp-0.1.6-cp311-cp311-win_amd64.whl 11.5 MB May 2, 2025	CPython 3.11	CPython 3.11	Windows x86-64	Details
lobmp-0.1.6-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 13.2 MB May 2, 2025	CPython 3.11	CPython 3.11	Linux glibc 2.17+ x86-64	Details
lobmp-0.1.6-cp311-cp311-manylinux_2_17_aarch64.manylinux2014_aarch64.whl 12.5 MB May 2, 2025	CPython 3.11	CPython 3.11	Linux glibc 2.17+ ARM64	Details
lobmp-0.1.6-cp311-cp311-macosx_11_0_arm64.whl 11.3 MB May 2, 2025	CPython 3.11	CPython 3.11	macOS 11.0+ ARM64	Details
lobmp-0.1.6-cp311-cp311-macosx_10_12_x86_64.whl 12.2 MB May 2, 2025	CPython 3.11	CPython 3.11	macOS 10.12+ x86-64	Details

Total release size: 220.2 MB

Release files / lobmp-0.1.6.tar.gz

Download URL	lobmp-0.1.6.tar.gz
Size	106.5 kB
Tags	Source
SHA-256 checksum How to use checksums	`b76f60400d2ab10c9ea178c49a795b73216123ce94cd3ab08b25e4cf977f48ef`
BLAKE2b-256 checksum How to use checksums	`bdf92b2040691fd36b53ad5f686731b759a7c6913a288749bd0f57eb41227f84`
Upload date	May 2, 2025
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-pp311-pypy311_pp73-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

Download URL	lobmp-0.1.6-pp311-pypy311_pp73-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
Size	13.2 MB
Tags	Linux glibc 2.17+ x86-64 PyPy 3.11 PyPy 3.11 7.3
SHA-256 checksum How to use checksums	`d6d0215ebf324781b7ca238bab57c7947cf0f8760a89061ab4cb19ba1ce8cac4`
BLAKE2b-256 checksum How to use checksums	`2e7ecc9ce00b6024ff37823cb09ba54db773b092636ea7c44f4925de08e4aed3`
Upload date	May 2, 2025
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-pp311-pypy311_pp73-manylinux_2_17_aarch64.manylinux2014_aarch64.whl

Download URL	lobmp-0.1.6-pp311-pypy311_pp73-manylinux_2_17_aarch64.manylinux2014_aarch64.whl
Size	12.5 MB
Tags	Linux glibc 2.17+ ARM64 PyPy 3.11 PyPy 3.11 7.3
SHA-256 checksum How to use checksums	`664ac6c6b078bf9e8b7e2874ac89850e6e8d21cd8f2e554355e5eca28f853696`
BLAKE2b-256 checksum How to use checksums	`4901f622444ff5bcfa42db7834d797b8097d0ba0ee7a91f14a58b168a7985d1c`
Upload date	May 2, 2025
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp313-cp313t-manylinux_2_17_aarch64.manylinux2014_aarch64.whl

Download URL	lobmp-0.1.6-cp313-cp313t-manylinux_2_17_aarch64.manylinux2014_aarch64.whl
Size	12.5 MB
Tags	CPython 3.13 CPython 3.13 free-threading Linux glibc 2.17+ ARM64
SHA-256 checksum How to use checksums	`7881f975464c866f1b966c95373b76ea5cb27b40d4165e60f6a587eb12e9728d`
BLAKE2b-256 checksum How to use checksums	`0cd8a8dd052f5451548af8273897e20b8dc6da6dbd0c5496e6c8901e89fa25b6`
Upload date	May 2, 2025
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp313-cp313-win_amd64.whl

Download URL	lobmp-0.1.6-cp313-cp313-win_amd64.whl
Size	11.5 MB
Tags	CPython 3.13 Windows x86-64
SHA-256 checksum How to use checksums	`c80f026e30f1169b1475b4fd5975c10c0153a1621eafc4edb47039522bc11f81`
BLAKE2b-256 checksum How to use checksums	`247bb5dbaf73022eede4304546673b2acf5ab17a55f39cd815f76d94fc6abb75`
Upload date	May 2, 2025
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp313-cp313-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

Download URL	lobmp-0.1.6-cp313-cp313-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
Size	13.2 MB
Tags	CPython 3.13 Linux glibc 2.17+ x86-64
SHA-256 checksum How to use checksums	`a6e9963df83757dc12a86e20dfce765a26e60c5d1ac531ec7537026374661496`
BLAKE2b-256 checksum How to use checksums	`16401bc6de1a3538d23d11d2af30fea4ca5ab353dfb9416204cfad180f4a5278`
Upload date	May 2, 2025
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Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp313-cp313-manylinux_2_17_aarch64.manylinux2014_aarch64.whl

Download URL	lobmp-0.1.6-cp313-cp313-manylinux_2_17_aarch64.manylinux2014_aarch64.whl
Size	12.5 MB
Tags	CPython 3.13 Linux glibc 2.17+ ARM64
SHA-256 checksum How to use checksums	`900d13b05a94e53a4b3158d5ec271fff2b6f90ffb402579bd988a6143cea3971`
BLAKE2b-256 checksum How to use checksums	`7b465f735b9ecd2b5f793fea25d0255c0ae558af2d354e1fb23b9c4d0450611f`
Upload date	May 2, 2025
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Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp313-cp313-macosx_11_0_arm64.whl

Download URL	lobmp-0.1.6-cp313-cp313-macosx_11_0_arm64.whl
Size	11.3 MB
Tags	CPython 3.13 macOS 11.0+ ARM64
SHA-256 checksum How to use checksums	`4fc4e437fb1f90de4db87e181d1a15388cca9785e6ecb06a7451755b613b2217`
BLAKE2b-256 checksum How to use checksums	`a48bdd9ffa15474ce7bafbbf1e7292661ef53d08c91b5e47480baf765b46794a`
Upload date	May 2, 2025
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp313-cp313-macosx_10_12_x86_64.whl

Download URL	lobmp-0.1.6-cp313-cp313-macosx_10_12_x86_64.whl
Size	12.2 MB
Tags	CPython 3.13 macOS 10.12+ x86-64
SHA-256 checksum How to use checksums	`17b4f41fbdd91e1446a581e53bf912fbc104f36eb39cb6710dc94b7c666b0844`
BLAKE2b-256 checksum How to use checksums	`e41aded6301b73e4190962241422038034a201e499e17c6424575caf982ad7c6`
Upload date	May 2, 2025
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp312-cp312-win_amd64.whl

Download URL	lobmp-0.1.6-cp312-cp312-win_amd64.whl
Size	11.5 MB
Tags	CPython 3.12 Windows x86-64
SHA-256 checksum How to use checksums	`917882ff94353a4373e105c32cc9982f07e03c8e6ed7d894896e1c59fa0a4138`
BLAKE2b-256 checksum How to use checksums	`b45e3654b30ccdb62e04973f3cf4753227e6d8c69b89d068a29543ce0d555364`
Upload date	May 2, 2025
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

Download URL	lobmp-0.1.6-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
Size	13.2 MB
Tags	CPython 3.12 Linux glibc 2.17+ x86-64
SHA-256 checksum How to use checksums	`46ad899c8c93fa96e150cbcd270588656ab58291d47d76219e6aef66189cb97b`
BLAKE2b-256 checksum How to use checksums	`ae3ae7bf44272b18f942519a49d5428dac6b5271260c2398d5b270c3c9524d59`
Upload date	May 2, 2025
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp312-cp312-manylinux_2_17_aarch64.manylinux2014_aarch64.whl

Download URL	lobmp-0.1.6-cp312-cp312-manylinux_2_17_aarch64.manylinux2014_aarch64.whl
Size	12.5 MB
Tags	CPython 3.12 Linux glibc 2.17+ ARM64
SHA-256 checksum How to use checksums	`37dbee03b2eaea7b766a6fcf757e3eaa2e697d502880f399349ebef00821f801`
BLAKE2b-256 checksum How to use checksums	`ef70fd364f68d723dba94abf5836720a6367e1f52dc98e2cf0d39c84970bca69`
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Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp312-cp312-macosx_11_0_arm64.whl

Download URL	lobmp-0.1.6-cp312-cp312-macosx_11_0_arm64.whl
Size	11.3 MB
Tags	CPython 3.12 macOS 11.0+ ARM64
SHA-256 checksum How to use checksums	`aa9b3688ae3f2555cbac28659dcd70b4df4c29cd3c09b0aac700145a1f284ff4`
BLAKE2b-256 checksum How to use checksums	`f904975ac01c9d563cf1f88af38176048f376c9aee008253e5fc007ff834c7b2`
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Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp312-cp312-macosx_10_12_x86_64.whl

Download URL	lobmp-0.1.6-cp312-cp312-macosx_10_12_x86_64.whl
Size	12.2 MB
Tags	CPython 3.12 macOS 10.12+ x86-64
SHA-256 checksum How to use checksums	`3118d66562278870c9aa3deb1251e63a70d63d4a4a3c5a60255b215c046ceeb2`
BLAKE2b-256 checksum How to use checksums	`cdec620e0234e8a3a13c1614a9c8f8e1735fc6dc64c473b9bb147179414adda9`
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Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp311-cp311-win_amd64.whl

Download URL	lobmp-0.1.6-cp311-cp311-win_amd64.whl
Size	11.5 MB
Tags	CPython 3.11 Windows x86-64
SHA-256 checksum How to use checksums	`587da1a114c8766d8e89882b9b64636187afc05dccad578c86861281f0c56a5c`
BLAKE2b-256 checksum How to use checksums	`f4e5f5e260e9b53834f949924a40835675251d87b51b1df89a17e07d1794156a`
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Release files / lobmp-0.1.6-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

Download URL	lobmp-0.1.6-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
Size	13.2 MB
Tags	CPython 3.11 Linux glibc 2.17+ x86-64
SHA-256 checksum How to use checksums	`db45fcb95525b414c1546be77e20f64cba626ec3b73b728a772b0aaf71e66d61`
BLAKE2b-256 checksum How to use checksums	`3674bccc4ce8507ecd6593794a76e0a4dfcf1e60159672f7c9392e5616ab8b0e`
Upload date	May 2, 2025
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Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp311-cp311-manylinux_2_17_aarch64.manylinux2014_aarch64.whl

Download URL	lobmp-0.1.6-cp311-cp311-manylinux_2_17_aarch64.manylinux2014_aarch64.whl
Size	12.5 MB
Tags	CPython 3.11 Linux glibc 2.17+ ARM64
SHA-256 checksum How to use checksums	`4f8a638e97d123204d6439d49ad6e9890b0240ed2a2985a3f27562c7cb23711e`
BLAKE2b-256 checksum How to use checksums	`c08ce582ea3720c4e690512741846b3f7c1b39a5ea100bdfbe18d5e3f8a6c18d`
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Uploaded via	`maturin/1.8.3`

Release files / lobmp-0.1.6-cp311-cp311-macosx_11_0_arm64.whl

Download URL	lobmp-0.1.6-cp311-cp311-macosx_11_0_arm64.whl
Size	11.3 MB
Tags	CPython 3.11 macOS 11.0+ ARM64
SHA-256 checksum How to use checksums	`a19605dc1fc2352eecd5d985e22785521b2f3d16194d6abc528b9620c316c7f8`
BLAKE2b-256 checksum How to use checksums	`1cf44002f96c79443ac0b77c5b19baff15f2f87c7a24a73f8cf2c6f12ad1f769`
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Release files / lobmp-0.1.6-cp311-cp311-macosx_10_12_x86_64.whl

Download URL	lobmp-0.1.6-cp311-cp311-macosx_10_12_x86_64.whl
Size	12.2 MB
Tags	CPython 3.11 macOS 10.12+ x86-64
SHA-256 checksum How to use checksums	`066d267158157688b14de2818f3c6a6074aadf932ddf4f12ff4e9e65a7a1cc47`
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Release history Release notifications | RSS feed

This release

0.1.6 This release

May 2, 2025 19 release files

0.1.5

Apr 27, 2025 19 release files

0.1.1

Apr 26, 2025 19 release files

0.1.0