CMEGroupPublic / CMESmartStream-on-GCP-TutorialLinks
Tutorial Notebooks for CME Smart Stream on Google Cloud Platform
☆13Updated 6 years ago
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
Sorting:
- This is a sample implementation for consuming CME Market Data from CME Smart Stream on GCP in an ordered fashion.☆11Updated 4 years ago
- Create and Parse NASDAQ Itch Messages in Python☆14Updated 5 years ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- ☆15Updated 9 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Updated this week
- Latex files containing descriptions of quantitative option pricing models to be implemented in OpenBBTerminal☆18Updated 3 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆97Updated 2 months ago
- C++ implementation of options pricing models☆76Updated 8 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Sample code for using TT's APIs and FIX applications☆44Updated 2 months ago
- Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.☆71Updated 5 years ago
- ☆62Updated last year
- A C++ library and utility for algorithmic trading system back-testing☆49Updated 5 years ago
- Fast Limit order book implementation using AVL binary trees☆43Updated 9 years ago
- ☆44Updated last year
- ☆56Updated last year
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆238Updated 11 months ago
- C++ trading client with Qt gui☆42Updated 10 years ago
- Demo showing how to parse secdef files☆20Updated 5 years ago
- low latency, high throughput load balancer for real time stock market trade feed (using polygon.io websocket API)☆55Updated 2 years ago
- Nasdaq Order Book Reconstructor☆268Updated 4 years ago
- ffmpeg for market data☆43Updated this week
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 8 months ago
- Insights, tools and tips as a result of losing too much money.☆18Updated 4 months ago
- Coding exercise I did ages ago for a Jump Trading interview☆39Updated 12 years ago
- ☆51Updated last year
- Repository of demo strategies for the Blueshift platform☆174Updated 4 months ago
- REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financi…☆34Updated 3 months ago
- C++(11) financial market orderbook and matching engine with Python extension module☆32Updated 4 years ago
- CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.☆84Updated last week