Locally sourced market data from exchanges and feed handlers worldwide.
Includes symbology, corporate actions, dividend, etc… Electronic sources (exchanges and third parties) plus a full internal data quality team.
Relevant news services with text and metadata to provide rich searching functions across news stories.
Contribution technologies for clients and partners to contribute data across our global platform and out over private, public networks.
Services to throttle quotes and/or trade data to meet your application demands. Dynamic, fixed and adaptive techniques to optimize your bandwidth and servers setup.
Delayed data services (based on exchange requirements) for client requiring this type of content.
Database of the current state of the market. Provides data enrichments such as Cumulative Values, High/Low, etc… Very scalable.
Full tick history scaling through bars and 30 years of historical daily data. Provides an excellent back end to applications such as graphing components, P&L, trade costs analysis, modeling, etc…
Hundreds of calculated ratio, volatility and other base level analytics to power your applications. Can be easily extended and works with ACTIV third party analytic partners.
Low-latency delivery of bulk-exchange feeds or selective watchlists feeds via the ACTIV API.
Powerful software to support large-scale trader networks with low-latency high volume content.
ACTIV provides rich functionality to deliver content across the internet including fixed rate and adaptive conflation, firewall tunneling and wide scale fan-out support.
Reliable multicast support for various communications options (1G, 10G, Infiniband, Shared Memory). Consistent messages between tiers, gateways to FIX and other platforms.