Uterus is an universal tick encoder library to efficiently transport
huge amounts of tick data.
The ute file format
- provides a container for chronologically sorted quote and tick data
- allows to store meta data within the file (contract specs, etc.)
- is optimised for cli tools to automate common tasks
The ute tool set solves frequent tasks on the command line
- `mux' takes several other formats and converts them to ute
- `print' can generate output suitable for sql import, diff, grep, etc.
- `shnot' generates snapshots of the market at specific times
- `chandle' generates a market summary, candles of equal length
- `diff' shows differences between two or more ute files
- `grep' finds all ticks in an interval or all ticks of an instrument