Metadata-Version: 2.1
Name: meatpy
Version: 0.0.1a2
Summary: Market Exchange Analysis Toolbox for Python
Home-page: https://github.com/vgreg/MeatPy
Author: The MeatPy Group
Author-email: meatpy@meatpy.org
License: BSD 3-Clause License
Keywords: financial analysis,market microstructure
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Classifier: License :: OSI Approved :: BSD License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Requires-Dist: pytz
Provides-Extra: dev
Requires-Dist: check-manifest ; extra == 'dev'

MeatPy
======

The Market Empirical Analysis Toolbox for Python
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Project Description
-------------------

The goal of this project is to provide a standard framework for processing and 
analysing high-frequency financial data.


MeatPy currently supports Nasdaq ITCH 5.0. It can easily be adapted to process event-time data from multiple financial exchanges
and formats.

Team
----

MeatPy was created by Vincent Grégoire (HEC Montréal)
and Charles Martineau (University of Toronto). Javad YaAli (Polytechnique Montréal) provided valuable research assistance on the project.


