Libtrading is an open source C library for high-speed, low latency electronic trading. It aims to support market data and market access to exchanges around the world and lower the barrier of entry to trading.
The library is designed for high performance and robustness. Although latency is crucial in trading today's markets, reliability is also a top priority.
The library supports the following protocols:
Please refer to our wiki for a list of technical specifications to various exchanges around the world.
Libtrading is available under 3-clause BSD license.