rigtorp / spartan
A collection of High-Frequency trading components
☆287Updated 9 years ago
Alternatives and similar repositories for spartan:
Users that are interested in spartan are comparing it to the libraries listed below
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆170Updated 11 years ago
- Fast implementation of an ITCH order book☆360Updated 2 years ago
- Helix, a market data feed handler for C and C++.☆114Updated 7 years ago
- Financial Information Exchange Protocol C++ Library☆291Updated last year
- Nasdaq Order Book Reconstructor☆241Updated 3 years ago
- C++ low-latency in-memory order book☆89Updated 11 years ago
- C++ examples.☆162Updated 2 weeks ago
- A C++ and Python implementation of the limit order book.☆264Updated 4 years ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆706Updated 4 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆475Updated 2 weeks ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.☆427Updated 2 months ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 2 years ago
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆36Updated 7 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆112Updated 2 years ago
- Python based Simple Binary Encoding (SBE) decoder☆77Updated 3 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆31Updated 11 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆185Updated 9 years ago
- High-throughput / low-latency C++ application framework☆67Updated 2 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆114Updated last year
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆45Updated 6 months ago
- A FAST (FIX Adapted for STreaming) encoder/decoder☆229Updated last month
- portable C++ API for Interactive Brokers TWS☆132Updated 5 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆536Updated this week
- C++ trading and matching engine☆137Updated 7 years ago
- Simple FIX protocol implementation for Python☆242Updated last month
- Various implementations of limit order books (matching engines)☆118Updated 7 years ago
- CSI FeedHandlers: Community Edition☆25Updated 14 years ago