Sample market data for testing.
Each folder holds packet captures for one organization, organized by protocol and version. Most captures are single message pcaps, named after the message they carry, ready for use as test fixtures.
The Open Markets Initiative (Omi) is a market-neutral effort to enhance the stability of electronic financial markets through transparency, modern tooling, and open documentation of the wire protocols that connect them.
For a list of Omi projects: Omi Projects
For details of Omi rules and regulations: Omi Directory
Asx · B3 · BlueOceanAts · Box · Cboe · Cme · Coinbase · Eurex · Ice · Iex · Imperative · Jnx · Jpx · Koscom · Memx · Miax · Nasdaq · Nyse · OtcMarkets · Siac · Tmx · Txse
Packet captures have been collected from publicly available sources. If any information is in violation of copyright please let us know and we will remove it.
