vincent212 / CME-Market-Data-HandlerLinks
A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
☆52Updated last month
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
Sorting:
- 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…☆54Updated 5 years ago
- Yet another HFT framework☆50Updated last month
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- C++ low-latency in-memory order book☆94Updated 12 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Updated 2 weeks ago
- ☆40Updated 5 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆19Updated last month
- A collection of High-Frequency trading components☆304Updated 10 years ago
- Helix, a market data feed handler for C and C++.☆119Updated 8 years ago
- Financial Information Exchange Protocol C++ Library☆313Updated last year
- A high performance map.☆105Updated 5 years ago
- erfvicap is a packet capture tool for network adapters from Solarflare☆70Updated 2 years ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- A c++ matching engine with limit order book☆37Updated 10 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆39Updated 12 years ago
- C++ implementation of the FIX Simple Binary Encoding☆58Updated 5 months ago
- fixpp - A modern C++ FIX library☆91Updated last year
- Tick-to-trade latency benchmark sources☆17Updated 8 years ago
- STL-compliant stable vector container☆33Updated 7 years ago
- C++ examples.☆166Updated this week
- Simple Market Simulator implementation for HFT stress testing☆31Updated 12 years ago
- ☆62Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆165Updated last year
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆200Updated 12 years ago
- C++11 tools for low latency systems. LMAX Disruptor, Ring, Ring Allocator.☆32Updated 6 years ago
- A simple and efficient single producer multiple consumer queue, suititable for both ITC and IPC.☆125Updated last year
- A simple CME exchange simulator using the ilink 3 protocol.☆13Updated 5 years ago
- Python based Simple Binary Encoding (SBE) decoder☆79Updated 4 years ago
- Nasdaq Order Book Reconstructor☆269Updated 4 years ago
- A multithreaded order matching engine in C++11 using FIX for order entry for Linux/Windows☆11Updated 7 years ago