QTS-Market Data Server retrieves the data from different sources, normalized market data from feed handlers through multicast channel, and persist data into 1-minute candle format to make available for immediate or subsequent analysis. Market Data Manager captures real-time market data from feed handlers and rebroadcasts it in normalized form for strategy execution. Developers can store exchange raw data in binary format for simulation or testing purpose.
Low Latency Market Data Feed Handler
The QTS feed handler extracts market data from network streams and decodes it. Decoded information is used for low latency algorithms to create and process an order book.
Market Data Distribution
Real-time data feeds are normalized and consolidated into one consistent format. Exchange feed handlers capture directly the data from exchange or market data sources and then disseminates normalized market data for trading applications through an easy to use low-latency API which enables trading applications to quickly and cost effectively integrate market data across all asset-classes.
Market Data Normalization
The respective feed handler decodes the market data received in exchange proprietary binary format, FIX/FAST and normalized to our standard easy to use common binary format which can be accessed via our API .
