xCelor Taps Arista Application Switch for FPGA-based Ticker Plant, Pre-Trade Risk
Chicago-based market data feed specialist xCelor is getting set to release ticker plant and pre-trade risk functionality running on Arista Networks’ 7124FX Application Switch. The switch combines a Stratix V FPGA from Altera with a network switch for data processing as close to the network as one can get. The company is currently testing its...
Exegy Intoduces Journal and Replay For Tick Data Analysis
Ticker plant vendor Exegy has released its Journal and Replay system, designed to allow regulators, compliance groups, quants, and technicians to have access to raw tick-by tick data, time stamped to the nanosecond. Journal and Replay allows customers to capture and recreate every trade, quote, order book price, update, halt, modify or cancel sent from...
Bouchard Rolls AlgoFast Event Driven Trading Platform
Chicago-based Bouchard Systems has unveiled its AlgoFast suite of execution software, focused on processing machine readable news feeds to drive trading decisions. In its first release, the software supports trading on the Chicago Mercantile Exchange, with execution via Interactive Brokers. Founder Justin Bouchard – who comes with many years of cross-market trading experience – says...
Vertex Analytics Offers Hosted Time Series Data, CEP
Chicago-based Vertex Analytics has unveiled ECHO, combining realtime and historic futures tick data with complex event processing (CEP) technology, delivered on either a client-installed or hosted service. Initially, ECHO is offering data from the Chicago exchanges – the CME and CBOT – as well as from NYMEX and the IntercontinentalExchange, with history back to 2010,...
Q&A: Thomson Reuters’ Peter Moss on Elektron at Age Two
Launched a little over two years ago, Elektron is Thomson Reuters’ strategic offering for delivery of data services and applications. IntelligentTradingTechnology.com caught up with Peter Moss, managing director for Trading in Thomson Reuters Financial & Risk group, to get some background on its roll out to date. Q: To begin with, what are the main...
Lime Brokerage, OneMarketData Offer Quant Trading Platform
Lime Brokerage has tapped OneMarketData to provide a hosted, on-demand analytics for real-time and historical market data covering major U.S. equities and derivatives markets. The offering – powered by OneMarketData’s OneTick tick database and complex event processing product – will deliver an on-demand cloud service that enables quantitative research, rapid design and back-testing of algorithmic...
NYSE Technologies To Introduce Market Data Analytics Lab
NYSE Technologies is rolling out its Market Data Analytics Lab (MDAL), providing hosted access to its historical trade and quote (TAQ) data, with the ability to perform analytics on the hosted data. MDAL will allow users to query selections of the entire TAQ database – for now covering U.S. markets – and perform analytics, downloading...
Numerix Taps Azure Cloud For Compute, Big Data
Risk and valuations vendor Numerix has enabled its Numerix Portfolio software to make use of Microsoft’s Windows Azure, offering the the ability to burst complex pricing and risk calculation processes to public cloud infrastructure. As well as providing access to increased compute resources, it also allows the processing of very large data sets to solve...
ISE and Hanweck Team for PhD Historical Tick Data
The International Securities Exchange, in partnership with Hanweck Associates, has launched the ISE Premium Hosted Database, a hosted database of historical tick data with full OPRA coverage – quotes and trades from all U.S. options exchanges – plus U.S. equities level one data, pre-computed implied volatilities and Greeks, full corporate action histories, and ISE Open/Close...
NYSE Technologies, Bloomberg Offering Open Data APIs
This week’s formal roll out of OpenMAMA – aka the open source Middleware Agnostic Messaging API – from NYSE Technologies and friends (now officially hosted as a Linux Foundation project) means that trading firms and vendors now have a choice of open data APIs, the other being Bloomberg’s newly open BLPAPI. OpenMAMA – now at...