hft-data
Here are 6 public repositories matching this topic...
A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
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Oct 6, 2024 - C++
Open-source Rust-based tool designed to empower algo-traders and HFT teams by aggregating and normalizing market data from multiple exchanges. Our mission is to simplify access to clean, low-latency data, enabling traders to build high-performance strategies without the hassle of inconsistent APIs.
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Jun 14, 2025 - Rust
Intraday volatility estimation using High-Frequency Financial Data
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Apr 1, 2023 - Jupyter Notebook
Exchange with fast limit order book and custom server-client interface
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Apr 2, 2024 - C++
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Aug 2, 2024 - Go
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