Fast C++ implementation for order book HFT

(Last Updated On: October 27, 2015)

Fast C++ implementation for order book HFT

This is a decent article on applying the order book in an efficient C++ implementation. The authors does the same with calling Matlab charts as well. I may explore this blog further

Limit Order Book Implementation for Low Latency Trading (in C++)

Join my FREE newsletter to learn more about using C++ for algo trading 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
share this recipe:

Still hungry? Here’s more

Are you interested in:


FREE 2 Hour Video! 


As you know with the crazy restrictive emergency laws being introduced in the last week, many moving their savings out of FIAT banks into cryptocurrency trading.

Here are some questions to get your started:

  • Create your own ‘bank’ anonymously with crypto
  • In the future, draw off your crypto saving with a Visa debit card
  • Trade using a European de-central exchange to trade perpetual contracts and other high performing coins
(All your info is kept private nor released!  Don’t forget to check to click your promo or spam inbox after the confirmation email is sent) 

Create your own  PRIVATE Bank