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Parity File Formats

Parity File Formats specifies and implements file formats used by the trading system.

Features

Parity File Formats specifies and implements the following formats:

  • TAQ: a historical market data file format that consists of the best bids and offers (BBOs) and trades.

Dependencies

Parity File Formats does not depend on other libraries.

Download

Add a Maven dependency to Parity File Formats:

<dependency>
  <groupId>com.paritytrading.parity</groupId>
  <artifactId>parity-file</artifactId>
  <version><!-- latest release --></version>
</dependency>

See the latest release on GitHub.

License

Released under the Apache License, Version 2.0.