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Price time matching
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http://ejrh.wordpress.com/2011/04/21/price-time-matching-engine/ | |
http://www.quantcup.org/home/spec | |
https://gist.github.com/Jud/2855852 | |
Fix message viewer | |
http://fixparser.targetcompid.com/ | |
http://eprystupa.wordpress.com/2012/12/25/matching-engine-with-scala-and-cucumber-crossing-limit-orders/ | |
http://eprystupa.wordpress.com/2012/12/23/prototyping-a-matching-engine-with-scala-and-cucumber/ | |
http://lobster.wiwi.hu-berlin.de/info/DataSamples.php | |
http://www.quantcup.org/ | |
http://www.chrisstucchio.com/blog/2012/hft_apology.html | |
http://www.chrisstucchio.com/blog/2012/hft_apology2.html | |
https://github.com/fmstephe/matching_engine | |
https://github.com/quantopian/zipline | |
http://scarcecapital.com/hft/ | |
https://github.com/henry-hz/erlang-trader | |
http://fiximulator.org/index.php?slug=home |
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