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you should be buying and selling over whatever the prediction time interval was. So, if you're return prediction was positive and was defined as being over the period wednesday from 10:00 am to 4:00 pm , then you should be buying on wednesday at 10:00 am and selling at 4:00 pm. The prediction time interval is defined by the model one is using to predict the ...


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I recommend @chrisaycock's answer for completeness. However if you want a quick and dirty way of extracting the payload, you'd use tshark instead of tcpdump: tshark -r NYSE_XDP_IMB_2.2.pcap -T fields -e data This can be useful sometimes because many exchanges (NASDAQ, Australia and SIX Swiss come to mind) typically send you historical samples with only the ...


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I've created an example for how to access UDP packets in a pcap file. The gist is that you have to skip the Ethernet / IP / UDP headers to reach the payload. That's what gets passed to your feed handler. As for tcpdump, it won't pass the payload to you, but it's still helpful for verifying that you understand the contents when parsing. Eg., tcpdump -r ...


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