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I have a large amount of historical financial market data in FIX5.0SP2 format, stored in ZIP files that I need displayed as an order book IE
a) Date Time & sequence number;
b) 10 layers of sellers (volume @ price);
c) Sales if any (volume @ price);
d) 10 layers of buyers (volume @ price).
Similar to: https://www.mirusfutures.com/sites/default/files/images/rtrader_order_book_full.png
Though without the graphics, just the 20 layers of raw data.
The technical format of the source data is well defined in a well written technical spec document (SDKFFCore.pdf - attached).
Technical assistance is available from the financial exchange themselves and a sample of source data can be sent via email (50 Mb).
OS: EC2 Linux & Mac OS X (EC2 images can be made available for testing / Dev).
Code will be incorporated into other products, so a technical manual / description of code operation is a must
Source code must be supplied & must compile on EC2 images.
Must be willing to enter a UK agreement on intellectual property & confidentiality (by Email).
Significant opportunity for future work.