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

MeatPy

Finance and Trading Protocols in Golang

Price response function and spread impact analysis in correlated financial markets

Parser for NASDAQ ITCH 5.0.

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).

Complete end-to-end FPGA trading system: hardware acceleration (<5μs latency), kernel bypass (AF_XDP), automated market maker, FIX 4.2 execution engine. 30 projects from Ethernet PHY to multi-platform apps. Real NASDAQ ITCH validation (563K+ samples). Production-ready low-latency architecture.

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 …

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

Nasdaq TotalView-ITCH 5.0 Parser

Full NASDAQ ITCH 5.0 parser with an order book.

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.

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

Small C library to handle itch messages

ITCH parser v4 - Extended to 9 message types (S, R, A, E, X, D, U, P, Q). Production startup banner. Scalability validation.