opentick
A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer [Moved to: https://github.com/open-trade/opentick] (by rustdesk)
trade-frame
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ] (by rburkholder)
| opentick | trade-frame | |
|---|---|---|
| 7 | 14 | |
| 183 | 425 | |
| - | - | |
| 10.0 | 9.0 | |
| over 3 years ago | about 1 month ago | |
| C++ | C++ | |
| Apache License 2.0 | GNU General Public License v3.0 or later |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
opentick
Posts with mentions or reviews of opentick.
We have used some of these posts to build our list of alternatives
and similar projects.
trade-frame
Posts with mentions or reviews of trade-frame.
We have used some of these posts to build our list of alternatives
and similar projects.
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Automated Trading
I might be breaking rule #6, but you could take a look at https://github.com/rburkholder/trade-frame, it knows how to deal with options (pricing & greeks), works with chains, can make entrance / exits based upon underlying, knows some combinations, can take profit, handle stops ....
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What do you use for theta strategy backtesting?
I run https://github.com/rburkholder/trade-frame to collect options data, run it on paper trading, and change algorithms nightly to try new stuff.
- trade-frame: NEW Derivatives and Hedging - star count:316.0
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Can ninja trader handle a ES scalping algo which follows price using a super short time frame or tick by tick?
My code is based upon https://github.com/rburkholder/trade-frame, which is at commit 2439. I have a development repository sitting at commit 3742 with a substantial bit more ES related L2 and option management.
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Option algotrading
What are you using for c++ app? Is there something we could mix together with https://github.com/rburkholder/trade-frame? I have a greeks calculator in there.
- trade-frame: NEW Derivatives and Hedging - star count:227.0
What are some alternatives?
When comparing opentick and trade-frame you can also consider the following projects:
arctic - High performance datastore for time series and tick data
tvdatafeed - A simple TradingView historical Data Downloader