RTL design for a nasdaq compatible high frequency trading low level. Supports itch on moldudp64.

MeatPy

Finance and Trading Protocols in Golang

Price response function and spread impact analysis in correlated financial markets

Parser for NASDAQ ITCH 5.0.

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).

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 …

Parser for Nasdaq TotalView-ITCH 5.0

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).

Fake nasdaq server C library used in testing FPGA HFT project

Nasdaq TotalView-ITCH 5.0 Parser

An ITCH message parser implemented in Rust.

NASDAQ ITCH parser in Rust

Nasdaq OUCH 5.0 C libary

A modular Python framework for extracting short-term alpha signals from high-frequency market data (e.g., NASDAQ ITCH), with integrated backtesting, ML model integration, and dashboard visualization.

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

NASDAQ ITCH 5.0 parser Limit Orderbook websocket server

Small C library to handle itch messages