shawfdong / itch5parser

Related projects ⓘ

Alternatives and complementary repositories for itch5parser

• epam / java-cme-mdp3-handler
  Java Market Data Handler for CME Market Data (MDP 3.0)
  ☆78Updated 2 years ago
• csinitiative / fhce
  CSI FeedHandlers: Community Edition
  ☆25Updated 13 years ago
• Richard-Rose / SubMicroTrading
  Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
  ☆111Updated 9 months ago
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆111Updated 7 years ago
• Amay22 / NASDAQ-ITCH-5.0-Parser
  Parses and prints the NASDAQ ITCH 5.0 data
  ☆30Updated 5 years ago
• fairtide / aeron-python
  Python bindings for Aeron messaging.
  ☆19Updated 2 years ago
• fpganow / Itch
  Create and Parse NASDAQ Itch Messages in Python
  ☆14Updated 4 years ago
• tfgm / sbedecoder
  Python based Simple Binary Encoding (SBE) decoder
  ☆76Updated 3 years ago
• akshett / NASDAQ-ITCH-parser
  ☆14Updated 8 years ago
• 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
  ☆13Updated 3 months ago
• lebedov / nseindia_lob
  National Stock Exchange of India Limit Order Book Simulation
  ☆36Updated 4 years ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆79Updated 10 years ago
• jvirtanen / nasdaq-tools
  ☆20Updated last year
• 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)
  ☆37Updated last month
• maxim2266 / FullFIX
  A library for parsing FIX (Financial Information eXchange) protocol messages.
  ☆68Updated 2 years ago
• gsitgithub / SubMicroTrading
  Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)
  ☆178Updated 8 years ago
• morganstanley / pyfixmsg
  pyfixmsg is a library for parsing, manipulating and serialising FIX messages, primarily geared towards testing.
  ☆55Updated last year
• AdaptiveConsulting / aeron-io-samples
  ☆34Updated 4 months ago
• eleventy7 / eider
  Experimental Annotation Processor based Flyweight Generator
  ☆11Updated last year
• jastt / Nasdaq-TotalView-ITCH-5.0-Parser
  Parser for Nasdaq TotalView ITCH 5.0
  ☆12Updated 10 years ago
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆275Updated 9 years ago
• paritytrading / nassau
  Fast Nasdaq transport protocol library for the JVM
  ☆100Updated this week
• eliquinox / jLOB
  L3 Order Book and Matching Engine Implementaion in Java
  ☆29Updated 3 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆63Updated 2 years ago
• FIXTradingCommunity / fixp-specification
  FIXP - FIX performance session layer specification
  ☆49Updated 3 years ago
• olibre / Cpp14-OrderBook
  C++14 implementation of an Order Book Stock Exchange
  ☆18Updated 8 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆227Updated 3 years ago
• asim2025 / SmartOrderRouter
  Smart Order Router, C++ 11
  ☆16Updated 8 years ago
• Open-Markets-Initiative / low-latency-reference
  Reference documents for low latency programming
  ☆56Updated last week
• databento / secdef-parser
  Demo showing how to parse secdef files
  ☆16Updated 4 years ago