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.
  ☆11Updated 3 years ago
• akshett / NASDAQ-ITCH-parser
  ☆15Updated 8 years ago
• fpganow / Itch
  Create and Parse NASDAQ Itch Messages in Python
  ☆14Updated 4 years ago
• quantrocket-codeload / moonshot-intro
  Introductory tutorial for Moonshot demonstrating data collection, universe selection, and backtesting of an end-of-day momentum strategy.
  ☆9Updated 2 months ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• ntorm1 / Atlas
  ☆50Updated last year
• gty3 / dom-replay
  ☆41Updated 7 months ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆29Updated 11 years ago
• theopenstreet / VPIN_HFT
  ☆112Updated 7 years ago
• hangukquant / hangukquant.github.io
  Documentation for hangukquant/quantpylib
  ☆25Updated last month
• pe049395 / Market-Making
  Repository for market making ideas
  ☆40Updated 11 months ago
• ryanh-ai / ib_insyncDocker
  Run ib_insync with IBC Inside Docker Container
  ☆22Updated 5 years ago
• mkipnis / ql_rest
  REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financi…
  ☆27Updated last week
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆63Updated 5 years ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆77Updated 7 years ago
• vincent212 / CME-Market-Data-Handler
  A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
  ☆45Updated 6 months ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆25Updated 3 years ago
• nostoz / deribit_volatility_download_and_visualize
  Load, build and visualize volatility analytics from Deribit.
  ☆26Updated last year
• databento / secdef-parser
  Demo showing how to parse secdef files
  ☆16Updated 4 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆75Updated 6 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• morganstanley / pyfixmsg
  pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.
  ☆57Updated last year
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated this week
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆29Updated last month
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆56Updated 2 years ago
• IlluvatarEru / ElectronicMarkets
  ☆48Updated 7 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆111Updated 11 years ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆80Updated 5 years ago
• phil8192 / shiny-ob-analytics
  obAnalytics Shiny front-end
  ☆75Updated 6 years ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆79Updated last week