Alternatives and similar repositories for CMESmartStream-on-GCP-Tutorial:

Users that are interested in CMESmartStream-on-GCP-Tutorial are comparing it to the libraries listed below

• CMEGroup / CMESmartStreamonGCP-BinaryData
  This is a sample implementation for consuming CME Market Data from CME Smart Stream on GCP in an ordered fashion.
  ☆10Updated 3 years ago
• akshett / NASDAQ-ITCH-parser
  ☆14Updated 8 years ago
• fpganow / Itch
  Create and Parse NASDAQ Itch Messages in Python
  ☆14Updated 4 years ago
• CMEGroup / datamine_python
  Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.
  ☆70Updated 4 years ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆72Updated 9 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆28Updated 2 weeks ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆86Updated 6 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆161Updated this week
• Aqumen-Tech / aqumenlib
  AqumenLib is AQumen's financial analytics SDK for pricing and risk.
  ☆17Updated 9 months ago
• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆37Updated 10 months ago
• vincent212 / FIX-Order-Routing-Client
  FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others
  ☆14Updated 5 months ago
• morganstanley / pyfixmsg
  pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.
  ☆56Updated last year
• pyquantnews / PyQuantNewsletter
  Code notebooks from the PyQuant Newsletter
  ☆25Updated last week
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆78Updated 4 years ago
• JPalounek / order-book
  Fast Limit order book implementation using AVL binary trees
  ☆36Updated 8 years ago
• Robot-Wealth / trader-tales
  ☆76Updated 2 months ago
• epam / java-cme-mdp3-handler
  Java Market Data Handler for CME Market Data (MDP 3.0)
  ☆78Updated 2 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆92Updated 7 years ago
• KxSystems / pykx
  PyKX is a Python first interface to the worlds fastest time-series database kdb+ and it's underlying vector programming language q.
  ☆51Updated last month
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆76Updated last year
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆89Updated 2 years ago
• QuantConnect / IBAutomater
  Automates IB Gateway start, stopping and restarting.
  ☆109Updated last month
• bug-or-feature / pysystemtrade
  Systematic trading in Python
  ☆12Updated this week
• fairtide / aeron-python
  Python bindings for Aeron messaging.
  ☆19Updated 2 years ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆25Updated 3 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆63Updated 4 months ago
• will-thompson-k / microstructure-plotter
  visualize financial microstructure 📈 & debug trading bots 🤖
  ☆44Updated 2 years ago
• tradingtechnologies / TT_Samples
  Sample code for using TT's APIs and FIX applications
  ☆38Updated 3 weeks ago
• dwasse / vol-surface-visualizer
  Volatility surface visualizer for cryptocurrency options.
  ☆51Updated 2 years ago