Incorporates data from direct exchange feeds, aggregated vendor feeds and internal data sources and makes it possible to publish data in different formats depending on customer requirements.
- Control and consume multiple incoming feeds/instruments and generate one consolidated feed based on priorities and availability of the incoming feeds
- Generate data and inject it from one feed to another
- Aggregate/consolidate instrument data across many exchanges, BBO and OrderBoook (L1 & L2)
- Discover the exact price for a given amount - IBBO ( volume weighted BID/ASK)
- Generate a delayed feed from areal-time feed