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Can you add a example of how to run your code?
Also, when I do:
cd /PyLimitOrderBook
python bin/limitbook-tseries.py sample_data/XOM_BATS_2010-06-16.csv sample_data/XOM_BATS_2010-06-162.csv
I get:
Traceback (most recent call last):
File "bin/limitbook-tseries.py", line 68, in <module>
quotebook.trade(line.rstrip())
File "build/bdist.linux-x86_64/egg/pylimitbook/researchBook.py", line 33, in trade
File "build/bdist.linux-x86_64/egg/pylimitbook/book.py", line 97, in trade
File "build/bdist.linux-x86_64/egg/pylimitbook/book.py", line 19, in parse_csv
IndexError: list index out of range
Is this what you get also?
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