charles-cooper / itch-order-bookLinks
Fast implementation of an ITCH order book
☆376Updated 3 years ago
Alternatives and similar repositories for itch-order-book
Users that are interested in itch-order-book are comparing it to the libraries listed below
Sorting:
- A C++ and Python implementation of the limit order book.☆281Updated 5 years ago
- A collection of High-Frequency trading components☆293Updated 9 years ago
- Nasdaq Order Book Reconstructor☆252Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆147Updated last year
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆177Updated 11 years ago
- C++ low-latency in-memory order book☆93Updated 11 years ago
- C++23 interfaces used to communicate with Roq's market gateways.☆482Updated 2 weeks ago
- Financial Information Exchange Protocol C++ Library☆299Updated last year
- C++23 examples.☆162Updated last month
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆916Updated 2 weeks ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,220Updated 8 months ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆656Updated last week
- Helix, a market data feed handler for C and C++.☆117Updated 7 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆150Updated 2 years ago
- ☆408Updated 4 years ago
- High frequency trading bot for crypto currencies☆399Updated 3 years ago
- The official C++ client library for Databento☆47Updated last week
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆48Updated 9 months ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆575Updated this week
- real high-frequency-trading system based on c++☆90Updated 6 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆38Updated 12 years ago
- Matching Engine for Limit Order Book☆393Updated 3 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆192Updated 9 years ago
- Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.☆438Updated last week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆246Updated last month
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆715Updated 4 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆69Updated last year
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆13Updated last year