PCAP market data decoder for exchange feed parsing and multi-symbol limit order book reconstruction.
pcap cpp high-performance market-data low-latency hft nasdaq limit-order-book itch market-microstructure pcap-parser pcap-generator nasdaq-itch cpp23 pcap-capture moldudp64 nasdaq-itch-parser lob-reconstruction full-market-reconstruction itch-data-parser
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Updated
Sep 18, 2026 - C++