Argo Matching Engine
Available from Argo SE, Inc.
Our high capacity/low latency matching engine implements fast price-time priority and pro-rata order matching algorithm, industry standard FIX-based interfaces for order management, inside market and market depth distribution facility, and RDBMS-based order history storage. It is being succesfully used as a core of a market testing/simulation system, a broker internalization system, an OTC marketplace and more. Both binary and source code licenses are available.