penberg/helix issues and pull requests

#48 - Memory Usage

Issue - State: open - Opened by nickos556 over 7 years ago - 2 comments

#47 - Displaying prices and sizes in tools

Issue - State: closed - Opened by jvirtanen over 7 years ago - 1 comment

#46 - order_book: Use 64 bits for quantity

Pull Request - State: closed - Opened by jvirtanen over 7 years ago

#45 - parity/pmd_handler: Fix link to specification

Pull Request - State: closed - Opened by jvirtanen over 7 years ago

#44 - Add 'cmake' and 'pkg-config' to Homebrew packages

Pull Request - State: closed - Opened by jvirtanen over 7 years ago

#43 - Fix typo in documentation

Pull Request - State: closed - Opened by jvirtanen over 7 years ago

#42 - order_book.cc: removed redundant calls to find() from lookup_or_create

Pull Request - State: closed - Opened by giuseppecalderaro over 7 years ago

#41 - MoldUDP handler does not support gap-fill

Issue - State: open - Opened by penberg over 8 years ago

#40 - MoldUDP handlers invoke callbacks during gap-fill

Issue - State: closed - Opened by penberg over 8 years ago

#39 - Fix Darwin compatibility

Pull Request - State: closed - Opened by jvirtanen over 8 years ago

#38 - NASDAQ MoldUDP and MoldUDP64 handlers do not verify session ID

Issue - State: open - Opened by penberg almost 9 years ago
Labels: bug

#37 - Timestamp unit is not standardized

Issue - State: open - Opened by penberg almost 9 years ago

#36 - Update protocol coverage in documentation

Pull Request - State: closed - Opened by jvirtanen almost 9 years ago - 2 comments

#35 - Fix compilation warnings

Pull Request - State: closed - Opened by jvirtanen almost 9 years ago

#34 - tools/helix-trace: Fix protocol option error message

Pull Request - State: closed - Opened by jvirtanen almost 9 years ago

#33 - Fix Darwin compatibility

Pull Request - State: closed - Opened by jvirtanen almost 9 years ago - 1 comment

#32 - Unify order book event and trade event callbacks

Issue - State: closed - Opened by penberg about 9 years ago

#31 - Small cleanups

Pull Request - State: closed - Opened by jlaire over 9 years ago

#30 - nasdaq: don't use auto in C header

Pull Request - State: closed - Opened by jlaire over 9 years ago

#29 - CMakeLists.txt: Update dependencies

Pull Request - State: closed - Opened by jlaire over 9 years ago

#28 - Handle 32bit long

Pull Request - State: closed - Opened by jlaire over 9 years ago - 3 comments

#27 - support negative prices

Issue - State: open - Opened by ghost over 9 years ago

#26 - try pre-compiled lookup tables

Issue - State: open - Opened by ghost over 9 years ago

#25 - better ob perf tests

Issue - State: open - Opened by ghost over 9 years ago

#24 - multi_index instead of unordered_map

Pull Request - State: closed - Opened by ghost over 9 years ago - 15 comments

#23 - reduce order size - performance improvement

Pull Request - State: closed - Opened by ghost over 9 years ago

#22 - fixes #19 correct trade size

Pull Request - State: closed - Opened by ghost over 9 years ago

#21 - try boost::multi_index::multi_index_container

Issue - State: closed - Opened by ghost over 9 years ago

#20 - Fix typo

Pull Request - State: closed - Opened by jvirtanen over 9 years ago

#19 - trade size does not make sense

Issue - State: closed - Opened by ghost over 9 years ago

#18 - print some statistics, get number of orders

Pull Request - State: closed - Opened by ghost over 9 years ago

#17 - exceptions / throw

Issue - State: open - Opened by ghost over 9 years ago - 5 comments

#16 - variable decimal conversion

Issue - State: open - Opened by ghost over 9 years ago

#15 - API to integrate closed source parsers

Issue - State: open - Opened by ghost over 9 years ago

#14 - helix-trace improvements

Pull Request - State: closed - Opened by ghost over 9 years ago

#13 - helix-trace: binary output format

Issue - State: open - Opened by ghost over 9 years ago

#12 - helix-trace: multiple symbols in the same file

Issue - State: closed - Opened by ghost over 9 years ago

#11 - resample helix-trace - progress reports

Issue - State: open - Opened by ghost over 9 years ago

#10 - check for crossed market

Issue - State: closed - Opened by ghost over 9 years ago - 2 comments

#9 - Fix typo

Pull Request - State: closed - Opened by jvirtanen over 9 years ago

#8 - Fix compilation errors

Pull Request - State: closed - Opened by jvirtanen over 9 years ago

#7 - order - extra info

Issue - State: open - Opened by ghost over 9 years ago

#6 - ob callback filters

Issue - State: open - Opened by ghost over 9 years ago

#5 - tool - resample ITCH to BBO file

Issue - State: closed - Opened by ghost over 9 years ago - 6 comments

#4 - UV_UDP_REUSEADDR helps a lot

Pull Request - State: closed - Opened by ghost over 9 years ago

#3 - Sample data for NASDAQ US ITCH

Issue - State: closed - Opened by ghost over 9 years ago - 3 comments

#2 - unordered_map & map usage

Issue - State: closed - Opened by ghost over 9 years ago - 7 comments

#1 - libuv version?

Issue - State: closed - Opened by jvirtanen over 9 years ago - 6 comments

GitHub / penberg/helix issues and pull requests