parse-IEX

A collection of parsers for IEX.

Use the parsers to gather relevant quotes and trades information.

Currently, only TOPS parsing is supported.

TOPS Parsing Example

from parse_iex import tops

message = b'\x51\x00\xac\x63\xc0\x20\x96\x86\x6d\x14\x5a\x49\x45\x58\x54\x20\x20\x20\xe4\x25\x00\x00\x24\x1d\x0f\x00\x00\x00\x00\x00\xec\x1d\x0f\x00\x00\x00\x00\x00\xe8\x03\x00\x00'
    
print(tops.decode_message(message))

best bid: 9700 ZIEXT shares for 99.05 USD; best ask: 1000 ZIEXT shares for 99.07 USD @ 2016-08-23 19:30:32.572716

TODO

• Make a basic parser
• Write documentation
• Report errors
• Add a DEEP parser
• Parse trading breaks