market-data-handler

There are 7 repositories under market-data-handler topic.

  • Pynaissance

    conquerv0/Pynaissance

    A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

    Language:Jupyter Notebook264010

  • AndrewLyasoff/SMAP

    Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).

    Language:Jupyter Notebook23117

  • imandra-ai/cme-mdp

    Imandra Modelling Language CME MDP Model

    Language:Jupyter Notebook131423

  • JayLohokare/crypto-download-exchange-candlestick-data-history

    Download historic crypto-currency candle data from exchanges

    Language:Jupyter Notebook2300

  • kolybelkin/java-cme-mdp3-handler

    Java Market Data Handler for CME Market Data (MDP 3.0)

    Language:Java2101

  • alexandrebrilhante/tick_handler

    Low-latency market data feed handler.

    Language:Rust0100

  • spurnaye/market_feed_importer

    Market feed importer implementation using Websocket and Socket.io client

    Language:C++20