codyfeng / kdb-cppLinks
C++ class to connect to kdb+
☆18Updated 7 years ago
Alternatives and similar repositories for kdb-cpp
Users that are interested in kdb-cpp are comparing it to the libraries listed below
Sorting:
- Helix, a market data feed handler for C and C++.☆117Updated 8 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆48Updated last year
- A collection of High-Frequency trading components☆295Updated 10 years ago
- ☆40Updated 5 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…☆49Updated 4 years ago
- C++ low-latency in-memory order book☆92Updated 12 years ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆76Updated 8 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Updated 8 months ago
- ☆43Updated 5 months ago
- High-throughput / low-latency C++ application framework☆70Updated 3 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☆17Updated last year
- c++, low-latency in-porcess communication via mmap☆49Updated 6 years ago
- Financial Information Exchange Protocol C++ Library☆304Updated last year
- A C++ Library for Strategy Backtesting☆22Updated 12 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 7 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆188Updated 11 years ago
- Order Book Implementation☆25Updated 13 years ago
- a Polars Interface to j* and q☆22Updated 2 weeks ago
- C++ implementation of options pricing models☆76Updated 7 years ago
- C++ trading client with Qt gui☆42Updated 10 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆117Updated 2 years ago
- greedy gradient boosting in kdb+/q☆13Updated 9 years ago
- Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python☆92Updated 3 years ago
- Example data capture system, based on random financial data☆70Updated 6 months ago
- Companion files to the kdb+ Knowledge Base☆84Updated last year
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆26Updated 9 years ago
- Yet another HFT framework☆44Updated last month
- Equity Exchange implemented in Q running on KDB+☆11Updated 10 years ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago