The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

MarketFactory provides a single low latency API in LD4/NY4/TY3/DC3 for accessing 75+ ECN/Bank/Non Bank venues. Using this API in C++, .NET, Java, Python, or SBE on Windows/Linux you can access Normalised and/or Aggregated data from all our venues, place orders, and make markets.


MarketFactory provides client-side implementations of the MFAPI in C++ (as static libraries for Linux), Java JAR files, and .NET assemblies. The language-specific MFAPI documentation should be read in conjunction with this document. In each case, the language-specific documentation is authoritative for that implementation. 

The Whisperer API distribution contains automatically-generated API reference documentation for both Java (JavaDoc) and C++ (Doxygen), in the top-level java/doc/ and cpp/doc/ directories.

Summary:

  • Our product normalises market data and orders between your internal platform and venues in a 3-20 microsecond range. 
  • We provide smart order routing (SOR), aggregation, order management system (OMS), trading interfaces, data analytics, internal order books for 'resting off market', price improvement and much more.
  • We can seamlessly turn on/off access to any of our connected venues.
  • New venues and connections are added by request by emailing [email protected].
  • Every client gets a dedicated deployment.
  • We store all market data and maintain the infrastructure.

...