NASDAQ ITCH 3.0 Packet Analysis

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Uploaded by on Jan 6, 2012

Sorry about the watermark - I recorded this video years ago using an unregistered screencast program. The watermark didn't matter for the purpose at the time, but now I really wish it wasn't there.

This video is a demo of one of my pricing analysis tools. This one is for MoldUDP, as used on the NASDAQ ITCH feed, but I have similar modules for most exchange feeds, Tibco (RV and CI), Reuters/RICH, etc...

I think it's a pretty neat technique, and makes it super easy to diagnose problems with trading floor systems.

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