RSS 4 projects tagged "Finance"

Download Website Updated 06 Feb 2013 atem

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Pop 66.72
Vit 2.89

Atem is a fast command line tool that converts MetaStock financial binary data to CSV.

Download No website Updated 04 Mar 2014 uterus

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Pop 85.98
Vit 9.27

uterus is a codec library for financial tick data with an emphasis on market data integrity and maintainability. It comes with a set of tools to convert (mux) and print (demux) data from some sources, and to perform standard tasks like selecting instruments, creating snapshots and candles from tick data, etc. Special care is taken to provide longevity and consistence. All timestamps are internally converted to coordinated time, and price and quantity quotes are converted to a monetary datatype which doesn't suffer from rounding errors. Most importantly, meta data is stored along with the payload data in an inseparable unit, to provide self-contained and self-documenting files or network streams.

No download Website Updated 19 Jan 2013 libtrading

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Pop 18.08
Vit 22.99

Libtrading is a C library for trading securities, foreign exchange, and financial derivatives electronically. It implements market data, order entry, drop copy, and related communications protocols used by exchanges and alternative trading venues across the world. The library is designed for high performance and robustness. Although latency is very important in trading today's markets, achieving it it must not jeopardize trading reliability.

Download No website Updated 01 Mar 2013 FFP

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Pop 45.17
Vit 1.02

Fast FIX Parser (FFP) is a library for parsing Financial Information eXchange (FIX) messages. It takes input bytes as they arrive from, for example, a socket, and converts them into a representation of FIX messages which can be further analysed for semantic checks, converted into “business” structures, etc. It also provides a way to specify which tags are allowed for a particular message and verifies this specification at runtime.

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