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.