Foreign Exchange
StreamBase
provides pre-built connectivity to existing major FX market data feeds
and allows you to ingest and normalize data from multiple venues.
StreamBase also allows you to abstract order syntax and semantics and
create a view showing top of book and depth of book. StreamBase's FX framework includes:
Market Data Feed Handler
The StreamBase FX Framework interfaces with any market data feed and supports multiple data formats and protocols. It normalizes and consolidates data from multiple feeds and filters data to focus on markets, symbols, and events of interest. It also provides the ability to construct a level 2 order book of the entire FX market.
Execution Algorithms
The StreamBase FX Framework incorporates client designed algorithms and provides each algorithm with access to liquidity snapshots. The StreamBase platform can also integrate data from other asset classes and other data sources to drive algorithms.
Venue Overview
The StreamBase FX Framework receives market data in the form of streams. As data flows through the system it identifies changes and updates the in-memory order book, collating data to produce a complete, continually updating view of the entire market, including depth. The FX Framework holds its view in memory, enabling instant reference for execution strategy implementation.
The StreamBase FX Framework integrates with any market data source and is currently in production consuming and consolidating numerous separate market data feeds. Some of the FX venues that StreamBase can connect to out-of-the-box include:
- Currenex
- Goldman Sachs Electronic Trading FX
- UBS Fx2B
- Hotspot FXi
In addition StreamBase supports market data from Bloomberg, Thomson Reuters and many other data providers. And because the FX Framework is built on an event stream processing engine it is capable of handling extremely high market data volumes.
FX Webcast
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Full Product Download
Click here to download a full trial version of StreamBase.