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)
☆43Updated 5 months ago
Alternatives and similar repositories for CME-Market-Data-Handler:
Users that are interested in CME-Market-Data-Handler are comparing it to the libraries listed below
- 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 7 months ago
- Yet another HFT framework☆40Updated this week
- 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…☆46Updated 4 years ago
- High-throughput / low-latency C++ application framework☆66Updated 2 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated last week
- ☆37Updated 5 years ago
- Python bindings for Aeron messaging.☆20Updated 2 years ago
- C++ low-latency in-memory order book☆87Updated 11 years ago
- Reference documents for low latency programming☆59Updated 4 months ago
- A simple CME exchange simulator using the ilink 3 protocol.☆13Updated 4 years ago
- Helix, a market data feed handler for C and C++.☆114Updated 7 years ago
- erfvicap is a packet capture tool for network adapters from Solarflare☆62Updated 2 years ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- C++ Trading Algorithm Backtest Environment☆87Updated 6 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- fixpp - A modern C++ FIX library☆84Updated 5 months ago
- A c++ matching engine with limit order book☆33Updated 9 years ago
- C++ Binance Futures SDK.☆20Updated 3 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆31Updated 11 years ago
- A high performance map.☆97Updated 4 years ago
- Python based Simple Binary Encoding (SBE) decoder☆76Updated 3 years ago
- A multithreaded order matching engine in C++11 using FIX for order entry for Linux/Windows☆11Updated 6 years ago
- ☆49Updated 11 months ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆72Updated 10 months ago
- A low-latency, high-throughput order matching system implementation.☆37Updated last year
- C++ examples.☆161Updated last week
- Java Market Data Handler for CME Market Data (MDP 3.0)☆78Updated 2 years ago
- C++ class to connect to kdb+☆17Updated 6 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆28Updated last year
- CSI FeedHandlers: Community Edition☆25Updated 14 years ago