Software Engineering Workshops
Designing and Building a Financial trading Engine

- Semester 1 - 2012 -

Programming task 5

Try to generate the list of trades that correspond to the file “OrdersReal_Small_oneday_continuous.csv” which contains a real sample of data during a continuous session. You will notice that this file contains additional columns which should be ignored for the time being. The file contains trade transactions which should be ignored too at this stage.