SpotAPI

Quickly build, test and deploy algorithmic applications

Execute strategies which query both real-time market data and large historical data repositories

Deploy an event-driven architecture for building real-time strategies on any asset class

A powerful and extensible object architecture for every asset class:

  FX, equities, equity baskets, indexes, trackers, fixed income

  Derivatives: forwards, futures, CFDs

  Options (Listed, OTC): Vanilla, Barrier, Digital

Support for rate curves, implied volatility surfaces

Component-based and event-driven strategy implementation

Time-driven and data-driven classes for software automation

Low latency and multi-threaded architecture

Java RTS Real-Time System compliant

High performance intraday trading

Extensive financial functions, technical analysis and option pricers library

Risk metrics: VaR, Drawdown, Stress tests, beta, Greeks, Volatility

Real-time portfolio analysis: NAV, P&L, risk, cash balances

Multi-asset and multi-currency portfolio

Market data provider connectivity (historical or real-time) through a fully pluggable architecture

Order routing via FIX (built-in QuickFIX support) and JMS messaging (built-in ActiveMQ support)

Built-in low latency Bloomberg feed handlers and core service adapters

Built-in support for Log4j logging

XML portfolio storage and retrieval

Plugin for Interactive Brokers TWS