fpganow / ItchLinks
Create and Parse NASDAQ Itch Messages in Python
☆14Updated 4 years ago
Alternatives and similar repositories for Itch
Users that are interested in Itch are comparing it to the libraries listed below
Sorting:
- ☆15Updated 8 years ago
- ☆38Updated 5 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- Helix, a market data feed handler for C and C++.☆115Updated 7 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆47Updated 7 months ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- high-frequency trading☆60Updated 12 years ago
- C++ trading client with Qt gui☆41Updated 10 years ago
- ☆28Updated 10 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆25Updated 12 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 11 years ago
- ☆35Updated 7 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 13 years ago
- Python based Simple Binary Encoding (SBE) decoder☆77Updated 3 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 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 10 months ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 3 weeks ago
- pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.☆58Updated last year
- Backtesting tool on tick data☆11Updated 8 years ago
- python-trading☆13Updated 6 years ago
- A c++ matching engine with limit order book☆32Updated 10 years ago
- ☆41Updated 10 years ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆54Updated last year
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago
- FX algorithm trading system with Java/kdb. (Open Source limited version)☆39Updated 9 years ago