maxim2266 / FullFIX
A library for parsing FIX (Financial Information eXchange) protocol messages.
☆69Updated 2 years ago
Alternatives and similar repositories for FullFIX:
Users that are interested in FullFIX are comparing it to the libraries listed below
- Helix, a market data feed handler for C and C++.☆114Updated 7 years ago
- Fast FIX (Financial Information Exchange) protocol parser [FFP]☆33Updated 4 years ago
- Python based Simple Binary Encoding (SBE) decoder☆76Updated 3 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆112Updated last year
- FIX protocol parser☆36Updated 6 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆185Updated 9 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆166Updated 11 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆72Updated 10 months ago
- A collection of High-Frequency trading components☆286Updated 9 years ago
- Java Market Data Handler for CME Market Data (MDP 3.0)☆78Updated 2 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆43Updated 5 months ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆37Updated 7 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆85Updated 11 years ago
- Create and Parse NASDAQ Itch Messages in Python☆14Updated 4 years ago
- Collection of documents related tunings for performance of Java low-latency trading systems: from hardware up to application level☆80Updated 3 years ago
- CSI FeedHandlers: Community Edition☆25Updated 14 years ago
- Python bindings for Aeron messaging.☆20Updated 2 years ago
- A c++ matching engine with limit order book☆33Updated 9 years ago
- pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.☆57Updated last year
- ☆37Updated 5 years ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- command line tools around Interactive Brokers TWS API☆91Updated 6 years ago
- High-throughput / low-latency C++ application framework☆66Updated 2 years ago
- Various implementations of limit order books (matching engines)☆118Updated 7 years ago
- high-frequency trading☆58Updated 12 years ago
- portable C++ API for Interactive Brokers TWS☆131Updated 5 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated this week
- Nasdaq Order Book Reconstructor☆236Updated 3 years ago
- FIXP - FIX performance session layer specification☆50Updated 3 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago