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penberg
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helix
Helix, a market data feed handler for C and C++.
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Memory Usage
#48
nickos556
opened
6 years ago
2
Displaying prices and sizes in tools
#47
jvirtanen
closed
5 years ago
1
order_book: Use 64 bits for quantity
#46
jvirtanen
closed
7 years ago
0
parity/pmd_handler: Fix link to specification
#45
jvirtanen
closed
7 years ago
0
Add 'cmake' and 'pkg-config' to Homebrew packages
#44
jvirtanen
closed
7 years ago
0
Fix typo in documentation
#43
jvirtanen
closed
7 years ago
0
order_book.cc: removed redundant calls to find() from lookup_or_create
#42
giuseppecalderaro
closed
7 years ago
0
MoldUDP handler does not support gap-fill
#41
penberg
opened
7 years ago
0
MoldUDP handlers invoke callbacks during gap-fill
#40
penberg
closed
7 years ago
0
Fix Darwin compatibility
#39
jvirtanen
closed
8 years ago
0
NASDAQ MoldUDP and MoldUDP64 handlers do not verify session ID
#38
penberg
opened
8 years ago
0
Timestamp unit is not standardized
#37
penberg
opened
8 years ago
0
Update protocol coverage in documentation
#36
jvirtanen
closed
8 years ago
2
Fix compilation warnings
#35
jvirtanen
closed
8 years ago
0
tools/helix-trace: Fix protocol option error message
#34
jvirtanen
closed
8 years ago
0
Fix Darwin compatibility
#33
jvirtanen
closed
8 years ago
1
Unify order book event and trade event callbacks
#32
penberg
closed
8 years ago
0
Small cleanups
#31
jlaire
closed
8 years ago
0
nasdaq: don't use auto in C header
#30
jlaire
closed
8 years ago
0
CMakeLists.txt: Update dependencies
#29
jlaire
closed
8 years ago
0
Handle 32bit long
#28
jlaire
closed
8 years ago
3
support negative prices
#27
ghost
opened
9 years ago
0
try pre-compiled lookup tables
#26
ghost
opened
9 years ago
0
better ob perf tests
#25
ghost
opened
9 years ago
0
multi_index instead of unordered_map
#24
ghost
closed
9 years ago
15
reduce order size - performance improvement
#23
ghost
closed
9 years ago
0
fixes #19 correct trade size
#22
ghost
closed
9 years ago
0
try boost::multi_index::multi_index_container
#21
ghost
closed
9 years ago
0
Fix typo
#20
jvirtanen
closed
9 years ago
0
trade size does not make sense
#19
ghost
closed
9 years ago
0
print some statistics, get number of orders
#18
ghost
closed
9 years ago
0
exceptions / throw
#17
ghost
opened
9 years ago
5
variable decimal conversion
#16
ghost
opened
9 years ago
0
API to integrate closed source parsers
#15
ghost
opened
9 years ago
0
helix-trace improvements
#14
ghost
closed
9 years ago
0
helix-trace: binary output format
#13
ghost
opened
9 years ago
0
helix-trace: multiple symbols in the same file
#12
ghost
closed
9 years ago
0
resample helix-trace - progress reports
#11
ghost
opened
9 years ago
0
check for crossed market
#10
ghost
closed
8 years ago
2
Fix typo
#9
jvirtanen
closed
9 years ago
0
Fix compilation errors
#8
jvirtanen
closed
9 years ago
0
order - extra info
#7
ghost
opened
9 years ago
0
ob callback filters
#6
ghost
opened
9 years ago
0
tool - resample ITCH to BBO file
#5
ghost
closed
9 years ago
6
UV_UDP_REUSEADDR helps a lot
#4
ghost
closed
9 years ago
0
Sample data for NASDAQ US ITCH
#3
ghost
closed
9 years ago
3
unordered_map & map usage
#2
ghost
closed
8 years ago
7
libuv version?
#1
jvirtanen
closed
9 years ago
6