MixERP is a multi-currency, multi-lingual, and multi-establishment ERP solution. It allows you to operate multiple Office Groups and Offices, and consolidate and/or split reports on the fly, and provides a policy engine for G/L access, integrated workflow engine for transaction posting and verification, automatic decision making based on your configuration, and end of day operation.
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.
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.
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.
Statmetrics is a software application providing an interactive environment for computational finance. It combines innovative quantitative finance technologies with traditional technical and econometric analysis methods. Statmetrics can be used in diverse fields to perform econometric analysis, technical analysis, risk management, portfolio management, and asset allocation.
Fix8 is a modern open source C++ FIX framework featuring complete schema driven customisation, high performance, and fast application development. The system is comprised of a compiler for generating C++ message and field encoders, decoders, and instantiation tables, a runtime library to support the generated code and framework, and a set of complete client/server test applications. For the same message, Fix8 encodes 3.2 times faster and decodes 2.3 times faster than Quickfix, an average of 2.7 times. In other words, it reduces encode latency by 69% and reduces decode latency by 56%.