Alternatives and similar repositories for SmartOrderRouter

Users that are interested in SmartOrderRouter are comparing it to the libraries listed below

• bgn9000 / Cpp1y-OrderBook
  ☆40Updated 5 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆31Updated 2 weeks ago
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆297Updated 10 years ago
• maxim2266 / FullFIX
  A library for parsing FIX (Financial Information eXchange) protocol messages.
  ☆70Updated 7 months ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆164Updated 3 weeks ago
• ajtulloch / quantcup-orderbook
  Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
  ☆192Updated 11 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)
  ☆49Updated last year
• epam / java-cme-mdp3-handler
  Java Market Data Handler for CME Market Data (MDP 3.0)
  ☆81Updated 3 years ago
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆117Updated 8 years ago
• gsitgithub / SubMicroTrading
  Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)
  ☆193Updated 10 years ago
• tfgm / sbedecoder
  Python based Simple Binary Encoding (SBE) decoder
  ☆79Updated 4 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆262Updated 4 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆31Updated 12 years ago
• fairtide / aeron-python
  Python bindings for Aeron messaging.
  ☆20Updated 3 years ago
• Richard-Rose / SubMicroTrading
  Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
  ☆117Updated last year
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆92Updated 12 years 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
  ☆17Updated last year
• zyli5313 / matching
  A c++ matching engine with limit order book
  ☆37Updated 10 years ago
• proydakov / ihft
  Yet another HFT framework
  ☆48Updated last week
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆31Updated 4 years ago
• sbenzev / hft
  high-frequency trading
  ☆60Updated 13 years ago
• Macfly / HFTSimulator
  ☆28Updated 10 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆70Updated 3 years ago
• csinitiative / fhce
  CSI FeedHandlers: Community Edition
  ☆25Updated 14 years ago
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  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 4 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆97Updated 7 years ago
• phil8192 / limit-order-book
  Bitstamp real time console based limit order book
  ☆131Updated 7 months ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆159Updated last year
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆290Updated 5 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago