Alternatives and similar repositories for fixpp

Users that are interested in fixpp are comparing it to the libraries listed below

• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆69Updated 3 years ago
• vincent212 / CME-Market-Data-Handler
  A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
  ☆48Updated last year
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…
  ☆50Updated 4 years ago
• fairtide / aeron-python
  Python bindings for Aeron messaging.
  ☆20Updated 3 years ago
• bgn9000 / Cpp1y-OrderBook
  ☆40Updated 5 years ago
• proydakov / ihft
  Yet another HFT framework
  ☆44Updated 3 weeks ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆92Updated 11 years ago
• zyli5313 / matching
  A c++ matching engine with limit order book
  ☆37Updated 10 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆165Updated last month
• cepappliance / tick-to-trade-latency
  Tick-to-trade latency benchmark sources
  ☆17Updated 8 years ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆89Updated this week
• vincent212 / FIX-Order-Routing-Client
  FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others
  ☆16Updated last year
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆117Updated 8 years ago
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆294Updated 9 years ago
• Macfly / HFTSimulator
  ☆28Updated 10 years ago
• ntorm1 / Atlas
  ☆59Updated last year
• epam / java-cme-mdp3-handler
  Java Market Data Handler for CME Market Data (MDP 3.0)
  ☆81Updated 3 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆32Updated 12 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆155Updated last year
• tfgm / sbedecoder
  Python based Simple Binary Encoding (SBE) decoder
  ☆79Updated 4 years ago
• zzsun777 / cpp_multithreaded_order_matching_engine
  Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows
  ☆41Updated 9 years ago
• jamesdbrock / hffix
  Financial Information Exchange Protocol C++ Library
  ☆303Updated last year
• Richard-Rose / SubMicroTrading
  Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
  ☆117Updated last year
• abwilson / L3
  C++11 tools for low latency systems. LMAX Disruptor, Ring, Ring Allocator.
  ☆32Updated 5 years ago
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆31Updated 4 years ago
• hroptatyr / clob
  Simple limit order book and matching engine.
  ☆33Updated 3 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆258Updated 4 years ago
• codyfeng / kdb-cpp
  C++ class to connect to kdb+
  ☆18Updated 7 years ago
• dgrr / binance-futures-sdk
  C++ Binance Futures SDK.
  ☆22Updated 4 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆38Updated 12 years ago