ajtulloch / quantcup-orderbookLinks
Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
☆179Updated 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☆294Updated 9 years ago
- Fast implementation of an ITCH order book☆387Updated 3 years ago
- Helix, a market data feed handler for C and C++.☆117Updated 7 years ago
- Financial Information Exchange Protocol C++ Library☆303Updated last year
- C++ low-latency in-memory order book☆91Updated 11 years ago
- C++ examples.☆164Updated 2 weeks ago
- Implementation of a orderbook data structure for LOB research capabilities.☆154Updated last year
- A C++ and Python implementation of the limit order book.☆286Updated 5 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆192Updated 9 years ago
- Nasdaq Order Book Reconstructor☆256Updated 3 years ago
- Various implementations of limit order books (matching engines)☆118Updated 7 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 4 months ago
- ☆40Updated 5 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- High-throughput / low-latency C++ application framework☆69Updated 3 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆487Updated 2 weeks ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆47Updated last year
- Bitstamp real time console based limit order book☆133Updated 5 months ago
- C++(11) financial market orderbook and matching engine with Python extension module☆31Updated 4 years ago
- Matching Engine for Limit Order Book☆397Updated 3 years ago
- A c++ matching engine with limit order book☆36Updated 10 years ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆718Updated 4 years ago
- C++ trading and matching engine☆137Updated 7 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆116Updated 2 years ago
- Java Market Data Handler for CME Market Data (MDP 3.0)☆80Updated 2 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆88Updated 2 weeks ago
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆158Updated 6 years ago
- Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.☆447Updated 2 months ago