nasdaq-itch
There are 3 repositories under nasdaq-itch topic.
markwinter / go-finproto
Finance and Trading Protocols in Golang
Language:Go 16- financial_response_spread_year
juanhenao21 / financial_response_spread_year
Price response function and spread impact analysis in correlated financial markets
Language:Jupyter Notebook 15 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).
Language:Java 8- Language:Python 8
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)
Language:Java 7- Language:Python 5
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).
Language:Java 4- Language:Rust 3
glass-bead-labs / marketflow
Basic Python library for working with the TAQ (US Trade and Quote) dataset
Language:Jupyter Notebook 2Essenceia / NASDAQ_server_C_lib
Fake nasdaq server C library used in testing FPGA HFT project
Language:CNasdaq OUCH 5.0 C libary
Language:CSmall C library to handle itch messages
Language:C
