marpaia / alpaca-trade-api-cpp
C++ client library for the Alpaca Trading API.
☆71Updated 4 years ago
Alternatives and similar repositories for alpaca-trade-api-cpp:
Users that are interested in alpaca-trade-api-cpp are comparing it to the libraries listed below
- Unofficial C++ Lib for the IEXtrading API☆38Updated 5 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆534Updated this week
- The official C++ client library for Databento☆37Updated this week
- Front-end library - with C, C++, Python, and Java interfaces - for the recently expanded TDAmeritrade API☆237Updated 3 years ago
- A C++ stock market algorithmic trading bot☆248Updated 6 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆111Updated 2 years ago
- C++ Trading Algorithm Backtest Environment☆86Updated 6 years ago
- C++ examples.☆162Updated this week
- A collection of High-Frequency trading components☆288Updated 9 years ago
- Nasdaq Order Book Reconstructor☆239Updated 3 years ago
- C++ implementation of options pricing models☆76Updated 7 years ago
- A C++ and Python implementation of the limit order book.☆264Updated 4 years ago
- ☆88Updated last year
- Fast implementation of an ITCH order book☆361Updated 2 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆210Updated last month
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Asynchronous, event-driven algorithmic trading in Python and C++☆709Updated 4 months ago
- High-throughput / low-latency C++ application framework☆67Updated 2 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆169Updated 11 years ago
- Option and stock backtester / live trader☆254Updated 3 months ago
- The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.☆147Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆143Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆299Updated last month
- 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 8 months ago
- Example Order Book Imbalance Algorithm☆788Updated last year
- ☆49Updated last year
- C++ low-latency in-memory order book☆88Updated 11 years ago
- Algorithmic Trading in C++☆38Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆122Updated 3 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆472Updated this week