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A collection of High-Frequency trading components

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Spartan

Sparan is a collection of components for High-Frequency trading. It's goal is to provide components for exchange connectivity and simulation.

Components

  • A feed handler for order-by-order feeds.

Protocols

  • NASDAQ ITCH 5

License

Copyright 2012-2015 Erik Rigtorp erik@rigtorp.se

Sparan is avaiable under the MIT license. See the file LICENSE

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A collection of High-Frequency trading components

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  • C++ 99.3%
  • CMake 0.7%