Finance and Trading Protocols in Golang
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May 9, 2025 - Go
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nasdaq-itch
Here are 16 public repositories matching this topic...
Price response function and spread impact analysis in correlated financial markets
financial-data market-microstructure econophysics market-analysis nasdaq-itch totalview-itch nasdaq-taq
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Jan 13, 2025 - Jupyter Notebook
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).
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Dec 18, 2018 - Java
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 …
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Oct 16, 2018 - Java
Parser for Nasdaq TotalView-ITCH 5.0
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Jan 10, 2020 - Python
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).
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Oct 15, 2018 - Java
Nasdaq OUCH 5.0 C libary
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Jun 25, 2024 - C
Nasdaq TotalView-ITCH 5.0 Parser
finance data trading financial investing feed quantitative nasdaq equities funds totalview etfs nasdaq-itch totalview-itch
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Jun 5, 2025 - Python
Basic Python library for working with the TAQ (US Trade and Quote) dataset
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Sep 4, 2018 - Jupyter Notebook
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.
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May 23, 2025 - Python
NASDAQ ITCH 5.0 parser Limit Orderbook websocket server
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May 5, 2025 - Rust
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