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Cot_reports ⭐ 79

cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Traders in Financial Futures (TFF) Futures-only and Traders in Financial Futures (TFF) Futures-and-Options Combined.

Java Cme Mdp3 Handler ⭐ 63

Java Market Data Handler for CME Market Data (MDP 3.0)

Cme Market Data Handler ⭐ 19

A minimalist, low-latency, HFT CME MDP 3.0 C++ market data feed handler implementing all required features

Imandra Modelling Language CME MDP Model

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