ACTIV Solutions for Tick Capture

Although the ACTIV service does include a tick-history component capable of storing and retrieving full tick histories for 2-3 days, many trading applications need much deeper histories for back-testing models, compliance, or analysis. Whether you have built your own tick capture engine or use a vendor, you will need a datafeed capable of delivering bulk data very efficiently into your systems.

ACTIV is pre-integrated with many ISV partners and leaders in the tick-capture space including Vhayu, Kx Systems, LIM, and Thomson FastTick. For datacenters not in the metro-NY area, distribution of full-tick book or OPRA data can be quite costly. The ActivFeed delivery model may well provide an excellent delivery mechanism for delivering every tick on every instrument into your database.

 

ActivFeed Delivers:

 

* Every tick on every instrument you subscribe to

* Highly compressed multicast to your site (10:1 ratio)

* Reliable delivery by employing packet arbitration and forward error-correction