roq-import

Purpose

• Input a Flatbuffers encoded stream (file)

• Output an event-log

• Useful for simulations using third-party captured data

Conda

• Using Conda

Install

$ conda install \
  --channel https://roq-trading.com/conda/stable \
  roq-tools

Run

$ roq-import \
    --type event_log \
    --protocol flatbuffers
    --encoding binary \
    --name cme \
    --event_log_dir . \
    my_fbs_file

Flags

• Using Flags

CLI

$ roq-import --help

All

--type	Type used to describe the input file. Any of event_log.
--protocol	Protocol used to produce the intput file. Any of flatbuffers.
--encoding	Protocol used to encode the binary stream. Any of binary.
--name	Name used to identify the data source, e.g. an exchange name.
--output_file	Path used when producing the output file. Required if --event_log_dir not specified.
--event_log_dir	Base directory used when producing the output file. Required if --output_file not specified.