Nasdaq Order Book Reconstructor
☆279Oct 22, 2021Updated 4 years ago
Alternatives and similar repositories for ITCH
Users that are interested in ITCH are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Fast implementation of an ITCH order book☆418Jun 22, 2022Updated 4 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,044Jun 18, 2026Updated 2 weeks ago
- A C++ and Python implementation of the limit order book.☆309Jul 7, 2020Updated 5 years ago
- NASDAQ ITCH parser in Rust☆51Jan 7, 2025Updated last year
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,376Nov 13, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆40Feb 25, 2020Updated 6 years ago
- A collection of High-Frequency trading components☆309Nov 8, 2015Updated 10 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,297Aug 27, 2022Updated 3 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆55May 9, 2026Updated last month
- C++ interfaces used to communicate with Roq's market gateways.☆509Jun 17, 2026Updated 2 weeks ago
- Implementation of a orderbook data structure for LOB research capabilities.☆168Mar 4, 2024Updated 2 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Jun 9, 2013Updated 13 years ago
- Create and Parse NASDAQ Itch Messages in Python☆14Jul 13, 2020Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆43Jun 9, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆211Jan 22, 2014Updated 12 years ago
- Market Making via Reinforcement Learning☆346Nov 4, 2019Updated 6 years ago
- Matching Engine for Limit Order Book☆410Feb 4, 2026Updated 5 months ago
- ☆145Dec 8, 2022Updated 3 years ago
- NASDAQ TotalView-ITCH 5.0 parsers written in C, Go and Rust☆13Jun 1, 2020Updated 6 years ago
- ☆15Oct 30, 2016Updated 9 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Parser for Nasdaq TotalView ITCH 5.0☆12Jul 31, 2014Updated 11 years ago
- Parser for NASDAQ ITCH 5.0.☆16Sep 16, 2019Updated 6 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Java Market Data Handler for CME Market Data (MDP 3.0)☆83Oct 25, 2022Updated 3 years ago
- Parses and prints the NASDAQ ITCH 5.0 data☆31Dec 12, 2018Updated 7 years ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆507Mar 9, 2021Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 6 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆964Jan 12, 2022Updated 4 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆110May 16, 2026Updated last month
- Collection of tidbits for HFT server config.☆53Sep 20, 2021Updated 4 years ago
- Limit Order Book Implemented in Python☆103Jan 3, 2018Updated 8 years ago
- C++ examples.☆168Jun 11, 2026Updated 3 weeks ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Example Order Book Imbalance Algorithm☆864Jul 25, 2023Updated 2 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆174Aug 21, 2017Updated 8 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆42Apr 10, 2016Updated 10 years ago
- C++ library for decoding IEX exchange pcap files☆15Nov 1, 2018Updated 7 years ago
- A fast in-memory limit order book (LOB).☆175Jan 29, 2023Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆709Jul 6, 2023Updated 2 years ago