FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others
☆19Dec 25, 2025Updated 2 months ago
Alternatives and similar repositories for FIX-Order-Routing-Client
Users that are interested in FIX-Order-Routing-Client are comparing it to the libraries listed below
Sorting:
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆53Dec 25, 2025Updated 2 months ago
- A multithreaded order matching engine in C++11 using FIX for order entry for Linux/Windows☆11Nov 1, 2018Updated 7 years ago
- An example project using QuickFix to publish market data over ZeroMQ☆19Feb 15, 2011Updated 15 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆17Jan 3, 2018Updated 8 years ago
- A mini matching engine in progress☆17Mar 4, 2017Updated 9 years ago
- Modern C++ order matching engine☆13Nov 1, 2025Updated 4 months ago
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆13Mar 5, 2022Updated 4 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆25Dec 9, 2017Updated 8 years ago
- Experimental Annotation Processor based Flyweight Generator☆12Mar 8, 2023Updated 3 years ago
- MATLAB program for automated categorisation of tonal animal sounds☆10Mar 11, 2026Updated last week
- Solarflare OpenOnload☆14May 1, 2015Updated 10 years ago
- ☆10Dec 1, 2023Updated 2 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- Algorithmic Trading in C++☆42Oct 19, 2021Updated 4 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- FIX 4.4 session layer implementation for a single pair of initiator (client) and acceptor (server) over TCP☆34Feb 3, 2023Updated 3 years ago
- A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.☆12Jan 3, 2023Updated 3 years ago
- Open-source cryptocurrency market making bot☆13Jul 20, 2018Updated 7 years ago
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 2 years ago
- QuickFIX wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via FIX Protocol v4.4☆17Jun 22, 2022Updated 3 years ago
- Quant framework for crypto market using Python☆10Aug 4, 2020Updated 5 years ago
- ftd期货交易数据交换协议的c++实现☆16Sep 27, 2018Updated 7 years ago
- A python notebook showing how to visualize laplace transforms☆11Feb 13, 2019Updated 7 years ago
- Basic C++ Hidden Markov Model functionality implementation with state prediction estimation☆15Apr 29, 2013Updated 12 years ago
- ☆10Jan 14, 2022Updated 4 years ago
- Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.☆463Dec 12, 2025Updated 3 months ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 5 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- A simple CME exchange simulator using the ilink 3 protocol.☆13May 15, 2020Updated 5 years ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 2 years ago
- Python implementation of select MicroBurst scripts.☆14Aug 19, 2021Updated 4 years ago
- Elixir implementation of FIX Session Protocol☆17Mar 5, 2026Updated 2 weeks ago
- Mini C++ quant trading engine for a single stock using real market data, built for performance.☆32Aug 13, 2025Updated 7 months ago
- ☆20Oct 29, 2023Updated 2 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- kernel module for FreeBSD that implements IPv6 Neighbor Discovery proxying over Ethernet-like access networks☆18Dec 22, 2023Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Mar 23, 2019Updated 6 years ago