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nasdaq-itch

Here are 13 public repositories matching this topic...

Essenceia / TotalView_ITCH_5.0_C_lib

Small C library to handle itch messages

c itch nasdaq-itch totalview-itch

Updated Sep 25, 2023
C

luke-a-thompson / FastASX

An ITCH message parser implemented in Rust.

hft nasdaq-itch

Updated Oct 12, 2024
Rust

glass-bead-labs / marketflow

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

market-data nasdaq-itch nyse-taq

Updated Sep 4, 2018
Jupyter Notebook

Essenceia / OUCH_5.0_C_lib

Nasdaq OUCH 5.0 C libary

python c library generator xml nasdaq nasdaq-itch nasdaq-ouch

Updated Jun 25, 2024
C

seanlane / itchy-rust

NASDAQ ITCH parser in Rust

rust nasdaq-itch

Updated Sep 19, 2022
Rust

Essenceia / NASDAQ_server_C_lib

Fake nasdaq server C library used in testing FPGA HFT project

c cpp wireshark ethernet hft nasdaq nasdaq-itch

Updated Nov 20, 2023
C

yiyaozhou / ITCH_Parser

Parser for Nasdaq TotalView-ITCH 5.0

parser trading stock-trading nasdaq-itch

Updated Jan 10, 2020
Python

juanjmtzs / BIVA-SoupBinTCP-Unicast-Handler

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).

nasdaq unicast marketdata feedhandler nasdaq-itch biva soupbintcp

Updated Oct 15, 2018
Java

juanjmtzs / Sphere

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 …

tcp udp oms nasdaq itch intra marketdata bmv ouch nasdaq-itch biva moldudp soupbintcp

Updated Oct 16, 2018
Java

ZhexiongLiu / Nasdaq-ITCH-5.0

Parser for NASDAQ ITCH 5.0.

vwap nasdaq-itch

Updated Sep 16, 2019
Python

juanjmtzs / BIVA-MoldUDP-Multicast-Handler

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).

multicast nasdaq marketdata feedhandler nasdaq-itch biva moldudp

Updated Dec 18, 2018
Java

financial_response_spread_year

juanhenao21 / financial_response_spread_year

Price response function and spread impact analysis in correlated financial markets

financial-data market-microstructure econophysics market-analysis nasdaq-itch totalview-itch nasdaq-taq

Updated Jun 22, 2022
Jupyter Notebook

markwinter / go-finproto

Finance and Trading Protocols in Golang

go golang finance networking trading nasdaq itch nasdaq-itch soupbintcp

Updated Oct 25, 2024
Go

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