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ilink3

Here are 5 public repositories matching this topic...

vincent212 / kaspar-hft

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 Aug 10, 2026
C++

sambacha / CME-iLink3

CME iLINK3 Connectivity

derivatives fix dcm fix-protocol dco cme ilink ilink3

Updated Apr 16, 2021
JavaScript

quickfix-j / quickfixj-ilink3

Provides a simple connector for CME iLink3 using artio and converter between FIX and iLink3.

quickfixj sbe ilink3

Updated Jun 6, 2025
Java

roq-trading / roq-cme

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 Aug 18, 2026
C++

tosinshada / auction-service

A simple auction service built with Aeron Cluster and Artio

auction aeron ilink3 artio fixp

Updated Dec 14, 2025
Java

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