Alternatives and similar repositories for kdbplus

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

• ronniec95 / black_scholes
  A SIMD based black scholes pricer using the http://crates.io/wide crate
  ☆73Updated last year
• piquette / quantlib
  The idiomatic rust implementation of the QuantLib C++ quantitative finance library
  ☆160Updated 4 years ago
• adwhit / itchy-rust
  NASDAQ ITCH parser in Rust
  ☆49Updated 5 months ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆145Updated last year
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆152Updated 2 years ago
• hanssmail / quantQ
  The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
  ☆89Updated last year
• calumrussell / rotala
  Backtesting engine written in Rust
  ☆72Updated 2 months ago
• KxSystems / embedPy
  Allows the kdb+ interpreter to call Python functions
  ☆90Updated last year
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆110Updated this week
• HaveFunTrading / boomnet
  Framework for building low latency clients on top of TCP.
  ☆16Updated this week
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆58Updated last year
• KxSystems / arrowkdb
  kdb+ integration with Apache Arrow and Parquet
  ☆31Updated last month
• akenshaw / flowsurface
  A native desktop charting platform for crypto markets with intuitive orderflow visualizations
  ☆54Updated this week
• ferrumfix / ferrumfix
  Financial Information eXchange protocol implemented in Rust
  ☆395Updated 10 months ago
• KxSystems / kdb-tick
  Latest source files for kdb+tick
  ☆103Updated 9 months ago
• petercerno / trader-backtest
  High-performance backtesting engine written in C++ for evaluating trading strategies restricted to a single trading pair (e.g. BTC/USD) a…
  ☆46Updated 2 years ago
• jonathonmcmurray / reQ
  HTTP requests library in kdb+/q
  ☆38Updated 2 years ago
• amankrx / matching-engine-rs
  Building a fast matching engine in Rust for efficient processing of an ITCH order book.
  ☆38Updated last year
• petr-tik / dark_rusty_pool
  Limit order book written in Rust
  ☆73Updated 5 years ago
• redsift / rkdb
  kdb+ Rust embedding and IPC
  ☆17Updated 5 years ago
• databento / databento-rs
  The official Rust client library for Databento
  ☆57Updated this week
• psaris / q4q
  Source Code for "Q for Quants"
  ☆31Updated 3 years ago
• arthurlm / quickfix-rs
  Unofficial rust binding of QuickFIX library
  ☆31Updated last week
• MathisWellmann / trade_aggregation-rs
  Aggregate trade data into user-defined candles using information driven rules
  ☆92Updated 4 months ago
• dovahcrow / factor-expr
  Factor Expression + Historical Data = Factor Values
  ☆29Updated last year
• jbendig / fix-rs
  fix-rs is a FIX (Financial Information Exchange) engine written in Rust.
  ☆137Updated 11 months ago
• KxSystems / ml
  Machine-learning toolkit
  ☆64Updated 5 months ago
• ntorm1 / Atlas
  ☆54Updated last year
• KxSystems / jupyterq
  Jupyter kernel for kdb+
  ☆112Updated 2 months ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆83Updated 2 weeks ago