Parser Documentation

Complete reference guide for the rspp NASDAQ ITCH parser CLI.

Quick Start

Get started with rspp in three simple steps:

1. Activate your account

rspp activate

2. (Optional) Add an AI provider key

rspp set-ai-key --provider gemini

3. Parse your first ITCH file

rspp parse nasdaq_itch_data.gz -o trades.csv

High Performance

Zero-copy parsing with SIMD acceleration. Process millions of messages per second.

AI Integration

Built-in support for Gemini, OpenAI, and Claude for data analysis and chat.

Enterprise Security

7-layer protection with device binding, debugger detection, and integrity checks.

Command Reference

Click on any command to expand its documentation with syntax, examples, and available options.

parse

Parse NASDAQ ITCH 5.0 data files and extract trade records to CSV format. Supports both raw .bin and compressed .gz files.

activate

Activate the parser with your Lunyn API key. This binds your license to the current device and is required before using any other commands.

deactivate

Unbind your API key from this device, allowing it to be used on another machine.

status

Display current activation status, device binding information, and configured AI provider keys.

set-ai-key

Configure an API key for AI providers (Gemini, OpenAI, or Claude). Required for using chat and analyze commands.

chat

Start an interactive AI chat session. No data file required - useful for asking questions about trading, getting code examples, or general AI assistance.

analyze

Analyze CSV data using AI. Send your parsed trade data or any CSV to an AI provider for insights, anomaly detection, or pattern analysis.

delete-credentials

Delete all stored credentials including API keys and device bindings. Use with caution.

Output CSV Format

The parser outputs trade data in CSV format with the following columns:

Column	Type	Description
ts_ns	integer	Timestamp in nanoseconds since midnight
stock	string	Stock symbol (e.g., AAPL, TSLA)
price	decimal	Trade price (4 decimal places)
shares	integer	Number of shares traded
side	char	Buy/Sell indicator (B/S)
match_number	integer	Unique match identifier
type	char	Message type (P=Trade, Q=Cross, E=Exec, C=ExecWithPrice)

Environment Variables

LUNYN_API_KEY

Alternative way to provide API key instead of using activate command

RSPP_DISABLE_PINNING

Set to "1" to disable CPU thread pinning (useful in virtualized environments)

Troubleshooting

"Device binding conflict" error

Your API key is already bound to another device. Run rspp deactivate on the original device, or delete and recreate the API key from your dashboard.

"Parser is LOCKED" error

The parser detected an authentication issue. Run rspp activate to unlock with a valid API key.

AI commands fail with "API key not set"

Configure an AI provider key first using rspp set-ai-key. Gemini is recommended as it has a free tier.

Slow parsing performance

The parser uses CPU pinning by default for optimal performance. If running in a VM, try setting RSPP_DISABLE_PINNING=1.

Need more help? Contact support or run rspp help for command-line help.