lobmp

Limit Order Book Message Processor is a Python package designed to transform raw lseg(aka Refinitiv) high frequency trading data into convenient formats such as parquet.

lobmp has been downloaded 36,661 times in total on PyPI, including 1,469 in the last 30 days. The latest version is 0.1.6, released May 2, 2025. It is distributed under the MIT license.

Version0.1.6
Downloads
36.66k
LicenseMIT
AuthorJosé David Rico Días
UpdatedMay 2, 2025

Downloads

Weekly, last 90d.
Includes CI traffic.

VersionsTotal0.*
Range
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Granularity
Group by
CI traffic
Stack: OffCI: Included2 / 6 series
Selected total7.57k
36.7kAll-time
1.5kLast 30 days
243Last 24 h
<0.01/sPer second

Version distribution

Share of downloads by released version. Computed over the last quarter.

  • 01

    0.1.6

    1.0k downloads
    27.3%
  • 02

    0.1.1

    740 downloads
    19.5%
  • 03

    0.1.5

    736 downloads
    19.4%
  • 04

    0.0.1

    648 downloads
    17.1%
  • 05

    0.1.0

    628 downloads
    16.6%

Guess the next day

Thirteen recent days of lobmp downloads. Drag the green handle on the right to guess where day fourteen lands.

TRUTH243117THUFRISATSUNMONTUEWEDTHUFRISATMONTUEWED
    lobmp · 36.7k downloads on PyPI