Your High Performance Trading Services Partner
Celoxica provides full-service ULL trading solutions to both buy and sell side customers across multiple asset classes
Testimonials
Celoxica is the strategic partner that we can trust to provide a fast, compliant and robust, pre-trade risk and execution service for our low latency clients
Head of Execution Services
Testimonials
We trust Celoxica to provide co-located trading services for equities and futures markets. This allows us to fully focus on our trading strategies, knowing the full trading stack is optimised.
CTO
Testimonials
As one of the early adopters of Celoxica's Feed Handlers, we know that our Market Data requirements are optimised, and any Exchange Driven Changes will be supported as they occur'
Partner
Testimonials
Celoxica provides us with a full service to help optimise our trade flow across multiple portfolio managers and efficient access to global futures venues. They are responsive, know trading exceptionally well and care about our business.
COO
Testimonials
By combining our leading global data and infrastructure services with Celoxica's FPGA platform, we can reach a new type of client who really cares about latency and deterministic performance.
Head of Business
Testimonials
We have been working with Celoxica now for 5 years and have just extended our usage to support new exchange and broker execution venues. They are a trusted partner.
CTO
Accelerated trading solutions
At Celoxica we pride ourselves on our knowledge of the trading community we serve which enables us to provide exceptional solutions and services to our clients.
We deliver these services globally across three key elements of the systematic trading lifecycle – Market Data, Risk Management, and Order Execution – for the buy and sell side including Hedge Funds, Quantitative Traders, Banks, and Brokers.
Our client use cases, as outlined below, are examples of how we provide these solutions and managed services across three typical deployments.
Use case 1
Broker Risk/DMA: servicing the buy-side
Our buy and sell side clients can combine Celoxica’s products and services to deliver a unique, ultra-low latency trading platform from tick to trade. In this example, our buy-side clients utilise Celoxica’s feed handlers to consume normalised market data into their trading strategies and/or Algorithms, and then send their orders for execution via a Broker utilising Celoxica’s Risk Management and DMA platform ‘MAG’.
Celoxica’s full-service offering ensures optimised trading across every element of the trading stack in a fully hosted environment and is available at all the main global trading exchanges.
Market Data (QDS)
- Line arbitrage
- Instrumental filtering
- Normalisation
- Full depth order book(s)
- Fully automated recovery
- Multi-channel DMA
Exchanges (co-location)
- Supporting over 60 Exchanges, Brokers and Liquity pool venues
- Globally across three regions
- Supporting multiple asset classes, including Equities, Derivatives, and Fixed Income
Order Execution (GXA)
- ULL venue gateways
- Normalised API
- FIX and Native protocol support
- Session management
- Load balancing
- TCP Direct
- Full Recovery
Exchanges
- Supporting over 60 Exchanges, Brokers and Liquidity pool venues
- Globally across three regions
- Supporting multiple asset classes including Equities, Derivatives, and Fixed Income
Risk Management
- FIX to Native and Native to Native
- Single-digit wire-to-wire latency for FIX and hundreds of Nanos for Native
- EDC support and maintenance
- High Availability
- Fully compliant In-line risk checks 15-C3 and MIFID II
- Over 60 Venues supported – Exchanges, Brokers, ATS
- Futures, equities, rates and options are supported.
Use case 2
Ultra low latency services for algorithmic trading
Our systematic trading clients are typically exchange members who care about latency, especially when markets are volatile. This deployment example, on a single server in colocation, ensures deterministic ultra-low latency both in the receipt of normalised market data to the trading strategy and in the sending of orders to the exchange or execution venue.
Market Data (QDS)
- Line arbitrage
- Instrument filtering
- Normalisation
- Full depth order book(s)
- Fully automated recovery
- Multi-channel DMA
Exchanges
- Supporting over 60 Exchanges, Brokers and Liquity pool venues
- Globally across three regions
- Supporting multiple asset classes, including Equities, Derivatives, and Fixed Income
Order Execution (GXA)
- ULL venue gateways
- Normalised API
- FIX and Native protocol support
- Session management
- Load balancing
- TCP Direct
- Full Recovery
Risk Management
- FIX to Native and Native to Native
- Single-digit wire-to-wire latency for FIX and hundreds of Nanos for Native
- EDC support and maintenance
- High Availability
- Fully compliant In-line risk checks 15-C3 and MIFID II
- Over 60 Venues supported – Exchanges, Brokers, ATS
- Futures, equities, rates and options are supported.
Use case 3
Buy-side trade: internalisation and execution
This use case combines all of Celoxica’s products to optimise trading for a buy-side firm, including an internalisation function. Multiple Portfolio Managers send orders into Celoxica’s trading environment, where ‘best execution’ decisions are made to either trade internally with their own risk books, or send the orders directly to the relevant exchange or broker algos for execution.
Celoxica’s Feed Handlers, Execution Gateways, and Risk/DMA products are combined to provide a full-service offering in colocation, with ultra-low latency, stability, and compliance all delivered with exceptional global support and market coverage.
Market Data (QDS)
- Line arbitrage
- Instrumental filtering
- Normalisation
- Full depth order book(s)
- Fully automated recovery
- Multi-channel DMA
Exchange Platform
- Supporting over 60 Exchanges, Brokers and Liquity pool venues
- Globally across three regions
- Supporting multiple asset classes, including Equities, Derivatives, and Fixed Income
Algos
Is content required here?
- Are bullet points required?
Exchanges
- Supporting over 60 Exchanges, Brokers and Liquity pool venues
- Globally across three regions
- Supporting multiple asset classes including Equities, Derivatives, and Fixed Income
Risk Management
Is content required here?
- Are bullet points required?
Central Risk Book
Multi-asset managers use Celoxica’s market data products and Gateways to internalise order flow. The PM flow is presented to an internal pricing engine, which will either take the risk or offload back to MAG for execution with the broker or at the exchange. The risk will be offloaded to the exchange using GXA.
For more information or general enquiries, contact us
Our products and services experts are ready to answer any questions you may have in any time zone you may be in!
