A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
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May 9, 2026 - C++
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mdp3
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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. Lock-free actor framework with sub-microsecond dispatch. Distributed via ZMQ. ES/NQ 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
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May 9, 2026 - C++
Java Market Data Handler for CME Market Data (MDP 3.0)
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Updated
Jan 14, 2018 - Java
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