A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
-
Updated
May 9, 2026 - C++
#
mdp3
Here are 4 public repositories matching this topic...
C++20 HFT simulator for CME futures. Shadow execution algorithm (% of volume, beats VWAP/TWAP). Position-aware order book with queue simulation. MDP3 decoder, iLink 3, PCAP replay. actor framework with sub-microsecond dispatch. futures backtesting and live trading.
pcap cpp actor-model cpp17 hft cpp20 mdp3 mdp3-handler actor-framework cpp23 ilink ilink3 hft-simulation trading-servers trading-deployment-kit trading-strategy-simulation trading-toolkit
-
Updated
Sep 10, 2026 - C++
Java Market Data Handler for CME Market Data (MDP 3.0)
-
Updated
Jan 14, 2018 - Java
Roq's CME gateway.
options market-data low-latency futures real-time-data order-management tick-data cme sbe mdp3 market-making order-routing orderbooks ilink3 cpp26 algo-trading-framework
-
Updated
Sep 2, 2026 - C++
Add this topic to your repo
To associate your repository with the mdp3 topic, visit your repo's landing page and select "manage topics."