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Simple Python project for both automated the process of downloading pcap files from IEX and also a parser with two separate purposes: 1) dumping CSV files containing all trades and snapshots of books, and 2) dumping strategy studio formatted CSVs.

Simple Python project for both automated the process of downloading pcap files from IEX and also a parser with two separate purposes: 1) dumping CSV files containing all trades and snapshots of books, and 2) dumping strategy studio formatted CSVs.