hft-data

There are 4 repositories under hft-data topic.

SpiralDevelopment/crypto-hft-data
Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
Language:Python58 4 022
vincent212/CME-Market-Data-Handler
A minimalist, low-latency, HFT CME MDP 3.0 C++ market data feed handler implementing all required features
Language:C++35 3 213
lcsrodriguez/HFT-IntradayVol-Estimation
Intraday volatility estimation using High-Frequency Financial Data
Language:Jupyter Notebook5 1 02
rezabrizi/Exchange
Exchange with fast limit order book and custom server-client interface
Language:C++4 1 240