csinitiative / fhce
CSI FeedHandlers: Community Edition
☆25Updated 14 years ago
Alternatives and similar repositories for fhce:
Users that are interested in fhce are comparing it to the libraries listed below
- Helix, a market data feed handler for C and C++.☆114Updated 7 years ago
- Python based Simple Binary Encoding (SBE) decoder☆77Updated 3 years ago
- A collection of High-Frequency trading components☆286Updated 9 years ago
- Python bindings for Aeron messaging.☆20Updated 2 years ago
- Java Market Data Handler for CME Market Data (MDP 3.0)☆78Updated 2 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 2 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 7 months ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆44Updated 5 months ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆166Updated 11 years ago
- pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.☆57Updated last year
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆112Updated last year
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆37Updated 7 years ago
- Create and Parse NASDAQ Itch Messages in Python☆14Updated 4 years ago
- Reference documents for low latency programming☆59Updated 4 months ago
- portable C++ API for Interactive Brokers TWS☆132Updated 5 years ago
- FIXP - FIX performance session layer specification☆50Updated 3 years ago
- Parses and prints the NASDAQ ITCH 5.0 data☆31Updated 6 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆185Updated 9 years ago
- ☆37Updated 5 years ago
- C++ class to connect to kdb+☆17Updated 6 years ago
- ☆20Updated last year
- Smart Order Router, C++ 11☆16Updated 9 years ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- C++ low-latency in-memory order book☆87Updated 11 years ago
- NASDAQ TotalView-ITCH 5.0 parsers written in C, Go and Rust☆11Updated 4 years ago
- C++ examples.☆161Updated 2 weeks ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- Nasdaq Order Book Reconstructor☆236Updated 3 years ago