Alternatives and similar repositories for fhce:

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

• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆114Updated 7 years ago
• tfgm / sbedecoder
  Python based Simple Binary Encoding (SBE) decoder
  ☆77Updated 3 years ago
• maxim2266 / FullFIX
  A library for parsing FIX (Financial Information eXchange) protocol messages.
  ☆69Updated 2 years ago
• fairtide / aeron-python
  Python bindings for Aeron messaging.
  ☆20Updated 3 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
  ☆13Updated 9 months 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)
  ☆46Updated 7 months ago
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆288Updated 9 years ago
• epam / java-cme-mdp3-handler
  Java Market Data Handler for CME Market Data (MDP 3.0)
  ☆79Updated 2 years ago
• penberg / libtrading
  Libtrading, an ultra low-latency trading connectivity library for C and C++.
  ☆36Updated 7 years ago
• Richard-Rose / SubMicroTrading
  Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
  ☆114Updated last year
• morganstanley / pyfixmsg
  pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.
  ☆57Updated last year
• fpganow / Itch
  Create and Parse NASDAQ Itch Messages in Python
  ☆14Updated 4 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆68Updated 2 years ago
• FIXTradingCommunity / fixp-specification
  FIXP - FIX performance session layer specification
  ☆50Updated 3 years ago
• ajtulloch / quantcup-orderbook
  Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
  ☆172Updated 11 years ago
• shahrzl / kdbplus
  A repository for q/kdb+ programs.
  ☆40Updated 9 years ago
• gsitgithub / SubMicroTrading
  Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)
  ☆186Updated 9 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 13 years ago
• Open-Markets-Initiative / low-latency-reference
  Reference documents for low latency programming
  ☆61Updated 6 months ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆90Updated 11 years ago
• DataIntellectTech / TorQ
  kdb+ production framework. Read the doc: https://dataintellecttech.github.io/TorQ/. Join the group!
  ☆272Updated last month
• codyfeng / kdb-cpp
  C++ class to connect to kdb+
  ☆17Updated 6 years ago
• bgn9000 / Cpp1y-OrderBook
  ☆38Updated 5 years ago
• JanBoonen / TwsApiCpp
  Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).
  ☆112Updated 2 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆29Updated last month
• cepappliance / tick-to-trade-latency
  Tick-to-trade latency benchmark sources
  ☆16Updated 7 years ago
• Open-Markets-Initiative / latency-lab
  Composable tools for automating latency measurement and reporting
  ☆26Updated 10 months ago
• dmitryme / fix_parser
  FIX protocol parser
  ☆36Updated 6 years ago
• KxSystems / cookbook
  Companion files to the kdb+ Knowledge Base
  ☆83Updated 8 months 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…
  ☆49Updated 4 years ago