Alternatives and similar repositories for Nasdaq-TotalView-ITCH-5.0-Parser

Users that are interested in Nasdaq-TotalView-ITCH-5.0-Parser are comparing it to the libraries listed below

• Amay22 / NASDAQ-ITCH-5.0-Parser
  Parses and prints the NASDAQ ITCH 5.0 data
  ☆31Updated 6 years ago
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆114Updated 7 years ago
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆288Updated 9 years ago
• fairtide / aeron-python
  Python bindings for Aeron messaging.
  ☆20Updated 3 years ago
• vincent212 / FIX-Order-Routing-Client
  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 9 months ago
• bgn9000 / Cpp1y-OrderBook
  ☆38Updated 5 years ago
• ajtulloch / quantcup-orderbook
  Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
  ☆172Updated 11 years ago
• vincent212 / CME-Market-Data-Handler
  A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
  ☆46Updated 7 months ago
• maxim2266 / FullFIX
  A library for parsing FIX (Financial Information eXchange) protocol messages.
  ☆69Updated 2 years ago
• subatomicdev / binancebeast
  C++ library for Binance Futures and Spot. Supports REST and WebSockets, using Boost::Beast with C++17.
  ☆29Updated 3 years ago
• shawfdong / itch5parser
  NASDAQ TotalView-ITCH 5.0 parsers written in C, Go and Rust
  ☆11Updated 4 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆68Updated 2 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆30Updated 11 years ago
• trufanov-nok / ta-lib-rt
  TA-Lib RT is a fork of TA-Lib that provides additional API for incremental calculation of indicators without reprocessing whole data.
  ☆88Updated last year
• epam / java-cme-mdp3-handler
  Java Market Data Handler for CME Market Data (MDP 3.0)
  ☆79Updated 2 years ago
• discretelogics / TeaFiles.Py-Time-Series-Storage-in-Files
  Python API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.
  ☆58Updated 5 years ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆90Updated 11 years ago
• proydakov / ihft
  Yet another HFT framework
  ☆42Updated last month
• wcskkk375 / CryptoBacktest
  a cpp framework for crypto currentcy tick data backtesting
  ☆16Updated 3 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆29Updated 4 years ago
• rudimeier / twsapi
  portable C++ API for Interactive Brokers TWS
  ☆131Updated 5 years ago
• jordanbaucke / Limit-Order-Book
  Various implementations of limit order books (matching engines)
  ☆118Updated 7 years ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆82Updated last week
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆36Updated 4 months ago
• bigdata-trading / algo-trading-strategies
  Big Data course project (EPFL) - Trading strategies based on order book
  ☆29Updated 10 years ago
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  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…
  ☆49Updated 4 years ago
• jamesmawm / IB-Trading-Models-And-Backtester
  Modular trading models with Interactive Brokers and backtester in Python
  ☆122Updated 5 years ago
• databento / databento-cpp
  The official C++ client library for Databento
  ☆42Updated this week
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆87Updated 11 years ago