seanlane / itchy-rust

NASDAQ ITCH parser in Rust

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:

[dependencies]
itchy = "0.2"

Simple usage example:

let stream = itchy::MessageStream::from_file("/path/to/file.itch").unwrap();
for msg in stream {
    println!("{:?}", msg.unwrap())
}

See the API docs for more information.