Looking for a way to read in a large volume of tick data that is already
wrapped up in csv file format.
Ideally wanting to do this in C++
The base plan is to take the instrument details in csv form, write them to
binary format (store them in PyTables perhaps) and then do some testing on
them.
Anyone in the forum willing to help me out with this or who has done this
before.
If you have alternative suggestions feel free or if you have seen a forum
post on this already.
Feel free to just smash a link over.
Best
Marl