The New Trading Platform. Order HandlingMarket Data HFT Order Volumes 1m Orders per Second 1...
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The New Trading Platform
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Transcript of The New Trading Platform. Order HandlingMarket Data HFT Order Volumes 1m Orders per Second 1...
The New Trading Platform
Order HandlingMarket Data
HFT Order Volumes
1m Orders per Second
1 Billion Orders per Day
Growing at a rapid pace
Opra Feed 1.2M MPS
Depth of Book over 1.0M MPS
Routing
Multiple Markets
Dark Books
Sweeps
Complex Order Types
Mid Point Matching
Minimum Execution
Multi Legs
Linked Orders
Threat to Trading Systems
Regulation
Demand -Trading Systems
Latency
The race to Zero Latency and Predictable Latency
Cost
To achive all the above at very low cost
The ability to introduce new order types products & services
Flexibility
Capacity
The Performance of over 100,000 orders per second going to a 1Million per second
Multi Asset
One Platform to Trade all Asset classes
Trading Architecture
Business Innovation Dynamically
Technology Mapping
Exchange Platform
Matching Order Management gateways
Market Data Market Data gateways
Market Setup Post Trade gateways
Market Operations System Management
Customer Service GUI’s
Performance Resilience
Flexibility Scalability
Cost
Distributed
Dynamic Schema
Matching Rules
Order Types Rules
Permission Rules
Serendib (Comms)
Spatial (GUI)
Parallel
Validation Rules
Market Data Rules
Mapping Rules
Display Rules
Sysguard (FT)
Orion (Persistence)
Architecture
BID
Technology
Implementation
Modular Rule Based Testing
Testing Automated
Capital Markets
Millennium Exchange
Surveillance
Market Monitoring
Investigators
Sell side
Buy side
Latency Measurement
Latency Graph
What will be the next
Thank you for your attention!
Any Questions?
