nasdaq-itch
There are 12 repositories under nasdaq-itch topic.
markwinter/go-finproto
Finance and Trading Protocols in Golang
juanhenao21/financial_response_spread_year
Price response function and spread impact analysis in correlated financial markets
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).
ZhexiongLiu/Nasdaq-ITCH-5.0
Parser for NASDAQ ITCH 5.0.
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 Institucional de Valores) that uses X-Stream (NASDAQ) and the Mexican Stock Exchange (Bolsa Mexicana de Valores)
yiyaozhou/ITCH_Parser
Parser for Nasdaq TotalView-ITCH 5.0
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).
seanlane/itchy-rust
NASDAQ ITCH parser in Rust
glass-bead-labs/marketflow
Basic Python library for working with the TAQ (US Trade and Quote) dataset
Essenceia/NASDAQ_server_C_lib
Fake nasdaq server C library used in testing FPGA HFT project
Essenceia/OUCH_5.0_C_lib
Nasdaq OUCH 5.0 C libary
Essenceia/TotalView_ITCH_5.0_C_lib
Small C library to handle itch messages