fpganow / ItchLinks
Create and Parse NASDAQ Itch Messages in Python
☆14Updated 5 years ago
Alternatives and similar repositories for Itch
Users that are interested in Itch are comparing it to the libraries listed below
Sorting:
- Helix, a market data feed handler for C and C++.☆118Updated 8 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆50Updated 3 weeks ago
- high-frequency trading☆60Updated 13 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Updated 12 years ago
- ☆15Updated 9 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- Java Market Data Handler for CME Market Data (MDP 3.0)☆81Updated 3 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…☆27Updated 12 years ago
- pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.☆58Updated 2 years ago
- ☆40Updated 5 years ago
- A collection of High-Frequency trading components☆303Updated 10 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆194Updated 10 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆32Updated 4 years ago
- C++ trading client with Qt gui☆42Updated 10 years ago
- ☆28Updated 10 years ago
- CSI FeedHandlers: Community Edition☆25Updated 14 years ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- Nasdaq Order Book Reconstructor☆267Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 8 months ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 12 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆117Updated 3 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Updated 2 years ago
- 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…☆52Updated 5 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- HFTrader is fully automated high frequency trading system☆97Updated 13 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Updated last month
- Python based Simple Binary Encoding (SBE) decoder☆79Updated 4 years ago
- Limit Order Book Implemented in Python☆99Updated 8 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆70Updated 8 months ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago