C++ market-data

Open-source C++ projects categorized as market-data
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Topics: trading-platform Trading Hft Exchange Cryptocurrency
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Top 7 C++ market-data Projects

  • Krypto-trading-bot

    Self-hosted crypto trading bot (automated high frequency market making) written in C++

    Project mention: Krypto-trading-bot: NEW Extended Research - star count:3058.0 | /r/algoprojects | 2023-07-01

  • roq-api

    The C++23 interfaces used to communicate between trading strategies and market gateways.

    Project mention: roq-api: NEW Extended Research - star count:393.0 | /r/algoprojects | 2023-06-11

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  • 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 ]

    Project mention: Automated Trading | /r/options | 2023-06-11

    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 ....

  • TOSDataBridge

    A collection of resources for pulling real-time streaming data off of TDAmeritrade's ThinkOrSwim(TOS) platform; providing C, C++, Java and Python interfaces.

  • opentick

    A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer (by open-trade)

  • roq-samples

    Example projects demonstrating how to use Roq's C++23 APIs.

  • viperfish

    Library for algorithmic trading

    Project mention: viperfish: NEW Extended Research - star count:55.0 | /r/algoprojects | 2023-10-22

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2023-10-22.

C++ market-data related posts

Index

What are some of the best open-source market-data projects in C++? This list will help you:

Project Stars
1 Krypto-trading-bot 3,216
2 roq-api 454
3 trade-frame 419
4 TOSDataBridge 308
5 opentick 192
6 roq-samples 154
7 viperfish 59

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