Chris Donnan : Programming – Brooklyn Style
software, trading, family, fun
C++ Open Source Market Data Feed-handlers
Posted C++, market data on Saturday, September 24th, 2011.
Posted C++, market data on Saturday, September 24th, 2011.
C++ Open Source Market Data Feed-handlers
Feed-handlers for:
- arca
- bats
- directedge
- itch
- opra
Code looks pretty well written.
Code on github – here
