A high performance, low latency quote server for Toronto & Montreal Exchangess quote server publishing quotes to Marketcetera trading platform. This was written in Apr 2012. The server processes multicast traffic, as broadcast by the Exchanges and using Google Protocol Buffers publishes to Marketcetera Java clients, version 2.4.0.
Technolologies used in this server are: ZeroMq - https://zeromq.org/ libev - http://software.schmorp.de/pkg/libev.html tommyDS - http://tommyds.sourceforge.net Google Protocol Buffers - https://developers.google.com/protocol-buffers Marketcetera - https://www.marketcetera.com/ Lime Financial - https://lime.co/
I haven't maintained the code since it was used in production from 2012-2014. For support on any of the above technology, please see above links and contact the authors directly. Although this code is shared as is, all original ownership and credit remains with the original owners - feel free to contact me, if any work I have included, has not been correctly attributed to you. Any addtions/derivations are my own own work.
The Market Data Adapter for Marketcetera can handle Futures, Options, Equities, Forex and Lime Market Data, from Lime Financial