- or download this
LEGEND (only the first 10 elements of each line concern me): SYMBOL,SE
+QEUENCE#,TYPE (Quote or Trade or Custom),TIMESTAMP,TYPE,STATUS,BID,BI
+D-SIZE,ASK,ASK-SIZE
- or download this
ESM3,2285319,Q,13:58:50.744000,Q,WIDE,1549.250000,656,1549.500000,522,
+0.000000,0.000000,0.000000,105,67,N,CME,CME
ESM3,2285247,T,13:58:49.986000,SELL,1549.250000,2,0,1738560,,U
...
ESM3,2285332,Q,13:58:50.833000,Q,WIDE,1549.250000,1506,1549.500000,520
+,0.000000,0.000000,0.000000,109,66,N,CME,CME
ESM3,2285333,Q,13:58:50.833000,Q,WIDE,1549.250000,1506,1549.500000,519
+,0.000000,0.000000,0.000000,109,65,N,CME,CME
ESM3,2285334,Q,13:58:50.833000,Q,WIDE,1549.250000,1507,1549.500000,519
+,0.000000,0.000000,0.000000,110,65,N,CME,CME
- or download this
ESM3,2341309,Q,14:13:42.044000,Q,WIDE,1550.000000,555,1550.250000,834,
+0.000000,0.000000,0.000000,140,76,N,CME,CME
ESM3,2341311,Q,14:13:42.445000,Q,WIDE,1550.000000,554,1550.250000,834,
+0.000000,0.000000,0.000000,139,76,N,CME,CME
...
ESM3,2341319,T,14:13:42.851000,SELL,1550.000000,5,0,1786787,,U
ESM3,2341319,Q,14:13:42.851000,Q,WIDE,1550.000000,547,1550.250000,837,
+0.000000,0.000000,0.000000,140,77,N,CME,CME
ESM3,2341320,Q,14:13:42.864000,Q,WIDE,1550.000000,542,1550.250000,837,
+0.000000,0.00000
- or download this
#!/usr/bin/perl
...
}