vincent212 / FIX-Order-Routing-ClientLinks
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 11 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)☆47Updated 9 months ago
- Nasdaq Order Book Reconstructor☆246Updated 3 years ago
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- 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
- C++23 examples.☆164Updated 2 weeks ago
- A collection of High-Frequency trading components☆290Updated 9 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆149Updated 2 years ago
- Algorithmic Trading in C++☆39Updated 3 years ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- C++ low-latency in-memory order book☆91Updated 11 years ago
- real high-frequency-trading system based on c++☆87Updated 6 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- A low-latency, high-throughput order matching system implementation.☆42Updated 2 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- ☆39Updated 5 years ago
- Helix, a market data feed handler for C and C++.☆117Updated 7 years ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- Java Market Data Handler for CME Market Data (MDP 3.0)☆79Updated 2 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Updated 8 years ago
- The official C++ client library for Databento☆46Updated last week
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆111Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆146Updated last year
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 4 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆145Updated 5 years ago
- A C++ and Python implementation of the limit order book.☆279Updated 5 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 7 years ago
- An asynchronous low-latency trading system☆48Updated last year
- Smart Order Router, C++ 11☆18Updated 9 years ago
- Financial Information Exchange Protocol C++ Library☆300Updated last year