nasdaq-itch

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

Production-grade low-latency FPGA trading system. Features custom VHDL 10GBASE-R PHY, hardware NASDAQ ITCH 5.0 order book, C++ DPDK/XDP kernel bypass, and PCIe DMA acceleration. LLM-Inference

MeatPy

Finance and Trading Protocols in Golang

Price response function and spread impact analysis in correlated financial markets

Parser for NASDAQ ITCH 5.0.

FPGA Nasdaq ITCH 5.0 feed handler and pipelined order book for the ZCU106, targeting 10GbE low-latency market data processing.

Hardware-accelerated (FPGA) HFT trading pipeline for NASDAQ TotalView-ITCH 5.0 market data. Implements an async FIFO, MoldUDP64 deframer, ITCH parser, L1/L2/L3 limit order book, and trade signal engine. SystemVerilog RTL verified in Verilator against a C++ golden model and running on a Xilinx ZCU104 at 240 MHz with 33 ns decision latency.

Nasdaq TotalView-ITCH 5.0 Parser

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).

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 …

Nasdaq OUCH 5.0 C libary

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).

Small C library to handle itch messages

NASDAQ ITCH parser in Rust

An ITCH message parser implemented in Rust.

High-performance PCAP market-data decoder for exchange feeds, currently focused on NASDAQ TotalView-ITCH 5.0 and multi-symbol Level-3 order book reconstruction.

An ultra-low latency, O(1) limit order book written in C++20. Features zero-copy PCAP/ITCH network ingestion, lock-free ring buffers, and custom memory pools to achieve ~9ns per-order matching latency.