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feed-c

CI

Market data feed parsing library in C.

Zero-allocation parsers for exchange feed protocols. Designed for embedding into latency-sensitive ingestion pipelines where GC pauses or allocator contention are unacceptable.

Protocols

  • ITCH 5.0 — Nasdaq market data
  • OUCH 4.2 — Nasdaq order entry
  • (more planned)

Build

make

Produces libfeed.a and a small demo binary bin/feed_demo. Requires a C11 compiler (GCC 11+ or Clang 14+).

Status

Internal component. Reference decoder implementations; production uses per-venue hand-tuned forks.

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Market data feed parsing library (C)

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