Tick Data Collector Example

Prerequisites

• Linux
• git
• g++-13
• CMake ≥ 3.20
• System libraries: OpenSSL, Zlib, pthread, curl
• (Optional) Python 3 — for parsing and inspecting collected data

Clone

git clone --recurse-submodules <this repo>

Build

cmake -S . -B build
cmake --build build

Run

./build/tickdata_collector

Investigate Collected Data

python3 tools/parse_ticks.py log.csv 3

This will print the last 3 trades and book updates from the collected CSV file.