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

MeatPy

Finance and Trading Protocols in Golang

Parser for NASDAQ ITCH 5.0.

Price response function and spread impact analysis in correlated financial markets

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 …

Nasdaq TotalView-ITCH 5.0 Parser

Fake nasdaq server C library used in testing FPGA HFT project

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).

Nasdaq OUCH 5.0 C libary

An ITCH message parser implemented in Rust.

NASDAQ ITCH parser in Rust

Small C library to handle itch messages

NASDAQ ITCH 5.0 parser Limit Orderbook websocket server

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

Low-latency NASDAQ ITCH 5.0 market-data ingestion engine consuming Ethernent/UDP/MoldUDP64 over DPDK, maintaining stateful consumers and dispatching top of book updates to strategies via a custom SPMC queue.

Empirical detection of fill-flip sequences (hot potato effect) at the intra-tick level using NASDAQ TotalView-ITCH 5.0 order book data. Go parser + Python detection pipeline. SPY Jan 2020: 134 candidate pairs at 1ms window, median reaction 106µs, minimum 0.6µs.

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.