martinobdl / ITCHLinks
Nasdaq Order Book Reconstructor
☆246Updated 3 years ago
Alternatives and similar repositories for ITCH
Users that are interested in ITCH are comparing it to the libraries listed below
Sorting:
- C++23 examples.☆164Updated 2 weeks ago
- A C++ and Python implementation of the limit order book.☆279Updated 5 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆146Updated last year
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆149Updated 2 years ago
- C++23 interfaces used to communicate with Roq's market gateways.☆481Updated 2 weeks ago
- ☆407Updated 4 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆566Updated this week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆243Updated 2 weeks ago
- A collection of High-Frequency trading components☆290Updated 9 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆276Updated 8 months ago
- C++ low-latency in-memory order book☆91Updated 11 years ago
- real high-frequency-trading system based on c++☆87Updated 6 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆111Updated last year
- Order Imbalance Strategy in High Frequency Trading☆135Updated 7 years ago
- Fast implementation of an ITCH order book☆370Updated 3 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆230Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆559Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆145Updated 5 years ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- A collection of homeworks of market microstructure models.☆248Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆204Updated 2 years ago
- High frequency trading bot for crypto currencies☆396Updated 3 years ago
- An asynchronous low-latency trading system☆48Updated last year
- An event-driven backtester☆107Updated 5 years ago
- Fully functioning fast Limit Order Book written in Python☆190Updated 2 years ago
- High Frequency Market Making☆552Updated last year
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆141Updated 5 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆476Updated 2 years ago