Richie Ma is a member at Office for Futures and Options Research, University of Illinois at Urbana-Champaign.
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University of Illinois at Urbana-Champaign
- Urbana, IL
- https://publish.illinois.edu/richie-ma/
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CME_Trade_Summary_Cleaning
CME_Trade_Summary_Cleaning PublicThis code is used to clean the CME Trading Summary. Raw message data is needed if you want to use it.
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