Feed the beast...
Superior execution relies on superior market data. Whether you’re supplying data to your algorithmic strategies at high speed, supporting a prop desk or institutional trading, reliable, complete, comprehensive and accurate market data is mission critical.
We offer real-time quote delivery system which provides a flexible, streamlined toolkit that normalizes data from all sources. It features point-to-point connectivity to market centers and supports equity and options market data.
- Latency: runs at an average of 75 Microseconds through box latency under load.
- Throughput: sustained output generated 1 Gigabit/second, 2.2 Million Messages/second.
- High Availability: every system is backed up with a warm standby unit to take over seamlessly in the event of a critical system failure.
- Per-Symbol Subscription Services: Subscription-based platform allowing clients to request quotes on a per-security basis. This allows clients to customize the feed to receive only the symbols they desire.
- Book State Replay / Book Resynchronization: System keeps book state internally. When subscription requests are performed, the system first sends a "Start-of-Book" message, and then replays a current snapshot of the book followed with an "End-of-Book" message, which is followed with real-time quotes. This allows clients to subscribe to symbols intraday without requiring rewinds to reconstitute current book state.
The quote delivery system was developed using a best practices approach. Its design was scrutinized through a rigorous functional, architectural, and detailed design process.
All current interface implementations are TCP/IP-based providing reliable per-message service.
Java API Support: JAVA-based thin API provides simple calls for login, subscription, and provides a callback interface to implement handlers for quotes and ticks.
C++ API: We provide a C++ interface that is semantically identical to our JAVA API. System resources are based on standard POSIX support which runs on Linux using GCC and can be easily ported to Windows.
US Equities Feeds
AMOU — NYSE AMEX Openbook Ultra
ARCA — ARCA Quotes
ARCT — ARCA Trades
BATS — BATS Exchange
BSX — Nasdaq TotalView for Boston Stock Exchange
BTRD — Bloomberg Tradebook
CBSX — CBOE Stock Exchange
CME — CME Futures
EDGA — DirectEdge-A
EDGX — DirectEdge-X
INET — Nasdaq TotalView ITCH 4.0
LAVA — Lava Flow ColorData Book Feed
NSX — National Stock Exchange
NYOU — NYSE Openbook Ultra
NYST — NYSE Trades
NYSE — NYSE Openbook Top-of-Book
SIAC — SIAC Top of Book (Consolidated)
TRAC — Track ECN
UQDF — Consolidated Tape C Quotations
UTDF — Consolidated Tape C Trades
OPRA — Consolidated Quotes and Trades
BOX — Boston Options Exchange
CBOE — CBOE Top-of-Book
ISE — ISE Aggregated 5 levels of depth
Nasdaq DAP — Full order book and last sale
NYSE AMEX — Depth of Book
NYSE ARCA — Full Order Book
PHLX — BBO, Last Sale, Order Book