A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
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May 9, 2026 - C++
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mdp3
Here are 4 public repositories matching this topic...
C++20 production HFT system and order book simulator. Turn-key execution algorithm (percentage-of-volume) that follows natural order flow. Queue-position-aware order book simulator, MDP3 decoder, iLink 3, PCAP replay, custom actor framework with overhead of a few nanoseconds. Same strategy code in backtesting and live trading.
pcap cpp actor-model cpp17 hft cpp20 mdp3 mdp3-handler actor-framework cpp23 ilink ilink3 hft-simulation trading-servers trading-deployment-kit trading-strategy-simulation trading-toolkit
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Oct 11, 2026 - C++
Java Market Data Handler for CME Market Data (MDP 3.0)
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Jan 14, 2018 - Java
Roq's CME gateway.
options market-data low-latency futures real-time-data order-management tick-data cme sbe mdp3 market-making order-routing orderbooks ilink3 cpp26 algo-trading-framework
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Oct 11, 2026 - C++
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