This is a pair of tools that reconstruct the limit order book from an arbitrary CME MBO FIX message stream and then produce summary statistics of daily and total trading.
The CMEProcessor project is a C++ console application that takes one command line argument, the input file, and produces a set of statistics files,
descriptions of whose formats can be found under CMEProcessor/Distribution.cpp and CMEProcessor/IntelligentDistribution.h, together with a list in main.cpp.
The ShapeAnalyst project, although later changed to GeneralAnalyst, is a Python script that takes the statistics records produced above day-by-day and produced one comprehensive summary file of the given statistics, looking at cumulatives, means, and standard deviations.
For more information just look into the in-line documentation in the code files, or raise an issue via the GitHub ticketing system.