With continually increasing trade volumes and frequency, we know that
successful trading depends upon access to accurate zero-latency
financial data. We have designed DataVec Server from the ground up with
these critical requirements very much in mind. DataVec seamlessly
integrates with the TradeVec Platform and operates hand in hand with you
to identify and execute true real-time trades with near zero-latency
for maximum performance.
The DataVec Server facilitates multiple
simultaneous connections to data sources and integrates them into a
single, unified user interface allowing you to make critical trading
decisions, perform market simulations, and analyze thousands of trades
every second.
Furthermore, with an integrated and highly
optimized Fix Engine, you have access to high-speed execution direct
from exchanges, ECNs, liquidity providers and a broad network of
brokers. With DataVec you have the speed and data connectivity you need
to improve your performance.
DataVec’s Key Features:
Extreme Performance Multi-Asset Data Server
- Optimized for ultra low-latency
processing of streaming event data at throughput rates of over ten
thousand messages per second on the average dual core PC
- Complex Event Processing (CEP)
architecture to assimilate many different data sources and data event
types in one centralized database
- Multi threaded architecture with support for both 32bit and 64bit operating systems
- Capacity to scale from single CPU to large distributed multi-server deployments
- Distributed TCP/IP based
communication protocol allowing DataVec and TradeVec applications to run
on separate dedicated machines to maximize performance and throughput.
Simultaneous Multi-Destination Connectivity
- Industry’s most comprehensive integration architecture for hooking into third party liquidity and data sources
- Currently DataVec supports the following FIX destinations:
- Trading Technologies Fix Adaptor
- CAX FX FIX Adaptor
- Interactive Data API
IIntegrated Multi-Session Fix Engine
- Connect to multiple FIX destinations stimulatingly
- Data is collected and stored for each FIX session separately within the server
Historical Data Download
- Automatic filling of back data for supported symbols
Historical Data Storage
- Collects and stores real-time data on local PC for instant access
- Unlimited capacity for historical data storage
- Real-time compression technology to increase data storage capacity
- Optimized for high speed real-time multi stream data collection and distribution
Data Management
- Full data management capabilities such as editing, deleting and adding to collected data
Meta Data Management
- Search, edit and update data for any symbol
- Automatic meta data refreshing (from supported feeds)
- Manage, edit and customize symbol sessions
- Customize all symbol meta data
Real-time tick filter
- Zero latency tick filters to capture and remove erroneous data spikes
- Choose from a range of dynamic algorithms to identify bad ticks
- Apply filters to each symbol or to an entire portfolio
Comprehensive range of data compressions
DataVec currently supports
all common data compressions. A plug-in based data transform
architecture enables creating any type of data compression based on user
definable rules or algorithms.
The following data compressions are currently available:
- Tick
- OHLC Bars
- Volume Bars
- Equal Range Bars
- Momentum *
- N Bar Break *
- Renko *
- Kagi *
* Coming Soon
Data Mapping
- Custom mapped symbols allow use of existing data with virtual parameters and meta data
- Custom sessions for custom symbols to generate various temporal views of the same data
Import and Export Data
- Import data from any ASSCI or text file *
- Export data in range of flexible formats *
- Flexible data import structure and field mapping
* Coming Soon
DataVec Exchange Simulator
- Integrated, fully custom data and execution simulator
- Trade simulated data for testing and training
- Place simulated orders on live accounts with live data