imandra-ai / cme-mdpLinks
Imandra Modelling Language CME MDP Model
☆13Updated 5 years ago
Alternatives and similar repositories for cme-mdp
Users that are interested in cme-mdp are comparing it to the libraries listed below
Sorting:
- FIX metadata model☆12Updated 9 years ago
- This is a sample implementation for consuming CME Market Data from CME Smart Stream on GCP in an ordered fashion.☆11Updated 3 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆47Updated 9 months ago
- EDSL for automated, low-latency trading☆33Updated 7 years ago
- Source generated binary protocol c style packed structs☆13Updated last year
- Example python script replicating remote orderbook from websocket stream☆14Updated 8 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Composable tools for automating latency measurement and reporting☆26Updated last year
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 7 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- ☆39Updated 5 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆116Updated last year
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 4 months ago
- Create and Parse NASDAQ Itch Messages in Python☆14Updated 5 years ago
- Service offerings expressed with Orchestra☆11Updated 3 weeks ago
- ☆28Updated 10 years ago
- poetiq - Platform O' Electronic Trading In Q☆36Updated 7 years ago
- FX algorithm trading system with Java/kdb. (Open Source limited version)☆39Updated 9 years ago
- Basic exchange simulator☆9Updated last year
- A c++ matching engine with limit order book☆35Updated 10 years ago
- Tick-to-trade latency benchmark sources☆17Updated 7 years ago
- Simple library for websockets in kdb+/q☆32Updated 3 years ago
- ☆8Updated 5 years ago
- Source Code for "Q for Quants"☆32Updated 3 years ago
- high-frequency trading☆60Updated 12 years ago
- Order Book Events ReconstructiON from empirical data☆9Updated 2 years ago
- Reference implementation of FIXP performance session layer☆27Updated 4 years ago
- ☆16Updated 5 years ago
- ☆33Updated 6 years ago