meatpy

Market Exchange Analysis Toolbox for Python

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Project description

Project Description

The goal of this project is to provide a standard framework for processing and analysing high-frequency financial data.

MeatPy currently supports Nasdaq ITCH 5.0. It can easily be adapted to process event-time data from multiple financial exchanges and formats.

Team

MeatPy was created by Vincent Grégoire (HEC Montréal) and Charles Martineau (University of Toronto). Javad YaAli (Polytechnique Montréal) provided valuable research assistance on the project.

Project details

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Release history Release notifications | RSS feed

0.0.3

Feb 2, 2021

This version

0.0.1a2 pre-release

Mar 11, 2020

0.0.1a1 pre-release

Mar 10, 2020

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