Finance and Trading Protocols in Golang

Price response function and spread impact analysis in correlated financial markets

Parser for NASDAQ ITCH 5.0.

Market Data Feed Handler, ITCH Protocol. MoldUDP Multicast Useful for the new Mexican Stock Exchange BIVA (Bolsa Institucional de Valores) that uses X-Stream (NASDAQ).

BIVA MarketData ITCH Feed Handler Unicast SoupBinTCP BIVA MarketData ITCH Feed Handler Multicast MoldUDP BIVA MarketData ITCH Feed Handler Recovery UDP BIVA OrderRouting OUCH OMS Unicast SoupBinTCP BMV MarketData INTRA Feed Handler Multicast UDP BMV MarketData INTRA Feed Handler Recovery TCP Useful for the new Mexican Stock Exchange BIVA (Bolsa …

Parser for Nasdaq TotalView-ITCH 5.0

Market Data Feed Handler, ITCH Protocol. SoupBinTCP Unicast Useful for the new Mexican Stock Exchange BIVA (Bolsa Institucional de Valores) that uses X-Stream (NASDAQ).

Fake nasdaq server C library used in testing FPGA HFT project

NASDAQ ITCH parser in Rust

An ITCH message parser implemented in Rust.

Basic Python library for working with the TAQ (US Trade and Quote) dataset

Nasdaq OUCH 5.0 C libary

Small C library to handle itch messages