Single Market Use Case
This example client is a proprietary trading firm specializing in equity index options.
Background
This example client required ultra-low latency access to a major US exchange in a co-location environment replacing their market data, order book and market access components while retaining their own proprietary trading algorithms.
Solution
Celoxica’s hardware accelerated Container™ with accelerated market data, full depth order book and accelerated market access on the client’s server comprising:
Hardware accelerated market data feed handler: available for all US high frequency Equity, Futures & Options markets with coverage currently extending to European Markets*
Symbol Filtering: The ability to filter and then pass only the relevant symbols for further processing, so the load on the client systems could be significantly reduced, delivering a more consistent and higher performance
Full depth order book: with recovery appropriate for High Frequency Trading
Fully deterministic performance of sub 15 microseconds from the wire to availability in user memory (for use within trading applications)
Sustained Throughput: Our feed handlers are able to operate at line speed under all market conditions, sustaining throughput into millions of messages per second
Hardware accelerated market access to route orders to the relevant exchange and receive instant fills with sub 15 microsecond latency (from user space to wire)
Fully Accelerated Container™ Solution with the entire infrastructure, accelerated market data feed, clients strategy, execution and accelerated market access, on a single server, minimizing latency as well as providing a smaller footprint.
Acceleration Options
Our accelerated market data, order book, superbook and market access components offer a cost-effective way to improve performance and can be added incrementally to areas where accelerated performance is required.
* Contact Celoxica for latest feed matrix
