While FIX has a dominant large market share, exchanges also offer native protocols. The Nasdaq offers a TotalView ITCH direct data-feed protocol that allows subscribers to track individual orders for ...

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Here are 3 parsers of NASDAQ TotalView-ITCH 5.0 outbound data feeds, written in C, Go and Rust, respectively. The specification for NASDAQ TotalView-ITCH 5.0 can be ...

Nasdaq TotalView-ITCH 5.0 BX ITCH 5.0 (any *.BX_ITCH_50.gz file in root or ~/BX_ITCH/) Protocol Specification: BX TotalView-ITCH 5.0 PSX ITCH 5.0 (any *.PSX_ITCH_50.gz file in root or ~/PSX_ITCH/) ...

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