nasdaq-itch
Here are 33 public repositories matching this topic...
Production-grade low-latency FPGA trading system. Features custom VHDL 10GBASE-R PHY, hardware NASDAQ ITCH 5.0 order book, C++ DPDK/XDP kernel bypass, and PCIe DMA acceleration. LLM-Inference
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May 24, 2026 - VHDL
MeatPy
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Jun 5, 2026 - Python
Finance and Trading Protocols in Golang
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Mar 2, 2026 - Go
Price response function and spread impact analysis in correlated financial markets
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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
Nasdaq TotalView-ITCH 5.0 Parser
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Feb 1, 2026 - Python
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
Nasdaq OUCH 5.0 C libary
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Jun 25, 2024 - C
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
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
An FPGA-accelerated High-Frequency Trading design on the Xilinx Zynq-7020 (PYNQ-Z2)
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Jun 1, 2026 - SystemVerilog
NASDAQ ITCH 5.0 parser Limit Orderbook websocket server
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May 5, 2025 - Rust
Implements multi-protocol market data parsing supporting NASDAQ (UDP/MoldUDP64), ASX (TCP/SoupBinTCP), and B3 Brazilian Exchange (UDP/SBE) market data feeds. Integrates with Project 33's 10GBASE-R PHY for 10GbE reception and outputs parsed messages via Aurora to FPGA2 (order book engine).
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Feb 16, 2026 - VHDL
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