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:
- My own implementation of an algorithmic trader in OCaML☆11Updated 11 years ago
- This is a sample implementation for consuming CME Market Data from CME Smart Stream on GCP in an ordered fashion.☆11Updated 4 years ago
- FIX metadata model☆11Updated 10 years ago
- a financial "order book" in C++☆20Updated 5 months ago
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆13Updated 3 years ago
- Easy-to-use Python SBE decoder and encoder☆22Updated last year
- Simple library for websockets in kdb+/q☆32Updated 4 years ago
- EDSL for automated, low-latency trading☆32Updated 8 years ago
- FX algorithm trading system with Java/kdb. (Open Source limited version)☆38Updated 10 years ago
- Source Code for "Q for Quants"☆32Updated 4 years ago
- poetiq - Platform O' Electronic Trading In Q☆37Updated 7 years ago
- Create and Parse NASDAQ Itch Messages in Python☆14Updated 5 years ago
- Latest source files for kdb+tick☆104Updated last year
- ☆40Updated 5 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- Example data capture system, based on random financial data☆70Updated 8 months ago
- ☆15Updated 7 years ago
- Limit order book model with Poissonian order flow.☆10Updated 8 years ago
- Demo showing how to parse secdef files☆19Updated 5 years ago
- Example python script replicating remote orderbook from websocket stream☆14Updated 8 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Updated 3 weeks ago
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Updated 3 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- ☆60Updated last year
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Composable tools for automating latency measurement and reporting☆26Updated last year
- Service offerings expressed with Orchestra☆12Updated this week
- kdb+ Core Libraries and Utilities☆53Updated last year
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 7 years ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆26Updated 9 years ago