ajtulloch / quantcup-orderbookLinks
Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
☆194Updated 11 years ago
Alternatives and similar repositories for quantcup-orderbook
Users that are interested in quantcup-orderbook are comparing it to the libraries listed below
Sorting:
- A collection of High-Frequency trading components☆303Updated 10 years ago
- Fast implementation of an ITCH order book☆403Updated 3 years ago
- C++ low-latency in-memory order book☆92Updated 12 years ago
- A C++ and Python implementation of the limit order book.☆295Updated 5 years ago
- Financial Information Exchange Protocol C++ Library☆311Updated last year
- Helix, a market data feed handler for C and C++.☆119Updated 8 years ago
- Nasdaq Order Book Reconstructor☆267Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆161Updated last year
- C++ interfaces used to communicate with Roq's market gateways.☆495Updated last week
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆70Updated 8 months ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆728Updated 5 years ago
- C++ examples.☆166Updated last week
- ☆40Updated 5 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Various implementations of limit order books (matching engines)☆118Updated 7 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆195Updated 10 years ago
- C++ trading and matching engine☆138Updated 8 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.☆462Updated last month
- Matching Engine for Limit Order Book☆403Updated 3 years ago
- A c++ matching engine with limit order book☆37Updated 10 years ago
- A FAST (FIX Adapted for STreaming) encoder/decoder☆236Updated last month
- Bitstamp real time console based limit order book☆133Updated 8 months ago
- Java Market Data Handler for CME Market Data (MDP 3.0)☆81Updated 3 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆982Updated 6 months ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆50Updated 3 weeks ago
- Simple FIX protocol implementation for Python☆252Updated 10 months ago
- Python based Simple Binary Encoding (SBE) decoder☆79Updated 4 years ago
- high-frequency trading☆60Updated 13 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆52Updated 5 years ago