databento / databento-cpp
The official C++ client library for Databento
☆37Updated this week
Alternatives and similar repositories for databento-cpp:
Users that are interested in databento-cpp are comparing it to the libraries listed below
- Nasdaq Order Book Reconstructor☆235Updated 3 years ago
- C++ Trading Algorithm Backtest Environment☆87Updated 6 years ago
- The official Python client library for Databento☆161Updated this week
- real high-frequency-trading system based on c++☆71Updated 5 years ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆99Updated this week
- 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
- Implementation of a orderbook data structure for LOB research capabilities.☆142Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆137Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆225Updated this week
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆43Updated 5 months ago
- High-throughput / low-latency C++ application framework☆66Updated 2 years ago
- ☆52Updated 7 months ago
- A collection of High-Frequency trading components☆284Updated 9 years ago
- ☆49Updated 11 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆60Updated 3 years ago
- C++ examples.☆161Updated this week
- Custom Python code for calculating the Probability of Profit (POP) for options trading strategies using Monte Carlo Simulations. The Mont…☆56Updated 11 months ago
- ☆110Updated 7 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆153Updated last month
- Personal Project that implements a variety of HFT strategies in C++☆71Updated 3 years ago
- ☆40Updated 9 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆147Updated 9 months ago
- ☆35Updated 5 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆129Updated 3 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- C++ implementation of options pricing models☆75Updated 7 years ago
- A C++ and Python implementation of the limit order book.☆260Updated 4 years ago
- C++ low-latency in-memory order book☆86Updated 11 years ago
- ☆35Updated 6 months ago
- A curated list of Quantitative Finance papers.☆52Updated 2 months ago