Low-latency FantasTickTM ticker plant

Product Details

Low-latency FantasTickTM ticker plant is a high performance solution for processing direct market feeds from exchanges and processed feed from vendors. It can be deployed in a stand-alone mode with dissemination of output into a network or as a dynamically loaded library that delivers results to the hosting logic via simple callback interface to avoid latency added by OS networking levels). The solution is extremely scalable in terms of optimal distribution of load between available CPUs and can be tuned to address specific needs of different data feeds for reaching maximum efficiency. It delivers very impressive performance and is very modest in terms of required memory. Depending on feed complexity(compressed or not) and required aggregation (order-based feed requires more work then price-level based feed) added latency is in the range of 10-30 microseconds. For example, it is possible to handle all US equity and futures direct market feeds on a single quad-core machine.

The product can be configured to calculate different time-series statistic which can be used for quantitative analysis in algorithmic trading. Also the Ticker Plant can be deployed in re-play mode using a feed previously recorded to a file. This feature is essential for back-testing of trading strategies.