juanhenao21 / financial_response_spread_year Star 15 Code Issues Pull requests Price response function and spread impact analysis in correlated financial markets financial-data market-microstructure econophysics market-analysis nasdaq-itch totalview-itch nasdaq-taq Updated Jan 13, 2025 Jupyter Notebook
Essenceia / ITCH Star 7 Code Issues Pull requests RTL implementation of the Nasdaq ITCH protocol decoder. rtl verilog hft totalview totalview-itch hft-network Updated Nov 1, 2023 Verilog
bbalouki / itch Star 4 Code Issues Pull requests Nasdaq TotalView-ITCH 5.0 Parser finance data trading financial investing feed quantitative nasdaq equities funds totalview etfs nasdaq-itch totalview-itch Updated Feb 1, 2026 Python
Essenceia / TotalView_ITCH_5.0_C_lib Star 2 Code Issues Pull requests Small C library to handle itch messages c itch nasdaq-itch totalview-itch Updated Sep 25, 2023 C