C++ market-data

Open-source C++ projects categorized as market-data

Top 6 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:2889.0 | reddit.com/r/algoprojects | 2022-11-12
  • roq-api

    Used by trading strategies to communicate with Roq's market gateways or Roq's simulator. [C++20] [Interface]

    Project mention: roq-api: NEW Extended Research - star count:377.0 | reddit.com/r/algoprojects | 2023-04-29

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  • 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: What do you use for theta strategy backtesting? | reddit.com/r/thetagang | 2023-05-21

    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.

  • 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

    Demonstrates how Roq's API can support different use-cases. [C++20] [Examples]

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 2023-05-21.

C++ market-data related posts


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

Project Stars
1 Krypto-trading-bot 3,050
2 roq-api 388
3 trade-frame 327
4 TOSDataBridge 294
5 opentick 186
6 roq-samples 137
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