Market Data

The Market Data bridges bring market data from external sources of liquidity into our components. It can integrate with various messaging layers and APIs and provides subscription filtering and caching features. For example, only those prices that are subscribed to by a connected member will be sent to the central server, which avoids generating unnecessary traffic between our components and liquidity pools, saving unnecessary costs on bandwidth and hardware. Market Data bridges can also be used as a feed generator if the market data that it listens to is deemed to be sent back to a ticker plant.

Trading

The Trading bridges are used to connect our components with execution venues, such as liquidity pools, ECNs and other banks' trading engines or exchanges. Trading-bridges are bi-directional and allow firms to define customized connectors. They handle several integration features such as name mapping on instruments and users, transport, permissionning.