roq-import

Purpose

  • Input a Flatbuffers encoded stream (file)

  • Output an event-log

  • Useful for simulations using third-party captured data

Conda

1conda install \
2  --channel https://roq-trading.com/conda/stable \
3  roq-tools
1roq-import \
2    --type event_log \
3    --protocol flatbuffers
4    --encoding binary \
5    --name cme \
6    --event_log_dir . \
7    my_fbs_file

Flags

1roq-import --help

--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.