C++ interfaces used to communicate with Roq's market gateways.

A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)

FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others

Project for Physical Methods of Biology based on Kim JK, Tyson JJ (2020) Misuse of the Michaelis–Menten rate law for protein interaction networks and its remedy. PLoS Comput Biol 16(10): e1008258. https://doi.org/10.1371/journal. pcbi.1008258.

Live-backtest your trading strategies in an ultra-low latency environment (tick-to-trade median ~3.9μs, p99 ~12.7μs on a typical laptop). Create custom market data, simulate real-world chaos, and plug in your own algos. Beacon includes a built-in market data handler and matching engine for true live trading simulation.