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.
- Able to control and consume multiple incoming feeds/instruments and generate one consolidated feed based on priorities and availability of the incoming feeds
- Ability to generate data and inject it from one feed to another
- Ability to aggregate/consolidate instrument across many exchanges BBO and OrderBoook (L1 & L2)
- Ability to discover the exact price for a given amount - IBBO ( volume weighted BID/ASK)
- Ability to generate delay feed from real-time feed