maxim2266 / FFP
Fast FIX (Financial Information Exchange) protocol parser [FFP]
☆33Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for FFP
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆68Updated 2 years ago
- FIX protocol parser☆36Updated 6 years ago
- ☆34Updated 4 years ago
- Tick, a market data tool.☆18Updated 11 years ago
- Various implementations of limit order books (matching engines)☆117Updated 6 years ago
- Helix, a market data feed handler for C and C++.☆111Updated 7 years ago
- Open source Forex trading.☆32Updated 7 years ago
- Timeseries market data database☆37Updated 9 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆27Updated 3 years ago
- A c++ matching engine with limit order book☆31Updated 9 years ago
- Ultra low latency messaging kernel☆156Updated 10 years ago
- thOth is an open-source high frequency trading library in C++☆30Updated 9 years ago
- Tick-to-trade latency benchmark sources☆15Updated 7 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆164Updated 10 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆84Updated 11 years ago
- Unofficial tradelink mirror (tradelink.org).☆29Updated 12 years ago
- Big Data course project (EPFL) - Trading strategies based on order book☆30Updated 10 years ago
- portable C++ API for Interactive Brokers TWS☆128Updated 5 years ago
- ☆44Updated 7 months ago
- AutoStock open source algorithmic trading platform☆36Updated 8 years ago
- Python based Simple Binary Encoding (SBE) decoder☆76Updated 3 years ago
- A FAST (FIX Adapted for STreaming) encoder/decoder☆224Updated 3 months ago
- ☆20Updated last year
- A collection of High-Frequency trading components☆277Updated 9 years ago
- National Stock Exchange of India Limit Order Book Simulation☆36Updated 4 years ago
- command line tools around Interactive Brokers TWS API☆91Updated 6 years ago
- A C++ implementation of the Johansen Cointegration test☆19Updated 2 years ago
- Algotrading framework for C++17☆18Updated 3 years ago