Metadata-Version: 2.4
Name: meatpy
Version: 0.2.3
Summary: Read and process limit order book data
Project-URL: Repository, https://github.com/vgreg/MeatPy
Author-email: Vincent Grégoire <vincent.gregoire@hec.ca>, Charles Martineau <charles.martineau@utoronto.ca>
Maintainer-email: Vincent Grégoire <vincent.gregoire@hec.ca>
License: BSD-3-Clause
License-File: LICENSE
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Requires-Python: >=3.11
Requires-Dist: pyarrow>=18.0.0
Provides-Extra: parquet
Requires-Dist: pyarrow>=10.0.0; extra == 'parquet'
Description-Content-Type: text/markdown

# 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.

## Documentation

The latest documentation can be found at <https://meatpy.readthedocs.io/en/latest/>.

## 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.

## Funding

MeatPy development benefited from the financial support of [IVADO](https://ivado.ca/)