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Optimised trading services

Our technology supports multiple asset classes, including global Equities, Futures and Options, and Fixed Income, and over 80 trading venues worldwide.

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Pre-trade risk management and DMA (MAG)

Celoxica provides In-Line Risk Management and Order Execution Services for a range of Exchanges and trading venues across multiple asset classes.

Used by Brokers to support their latency-sensitive clients, and increasingly by buy-side trading firms needing more robust Risk controls for their low-latency portfolio managers, the ‘MAG’ platform offers ultra-low latency risk and execution services with extensive operational management, including a GUI front end, Drop Copy interface, API risk integration, and full monitoring services.

Risk Management (MAG)

  • FIX to Native and Native to Native
  • Single-digit wire-to-wire latency for FIX and hundreds of Nanos for Native
  • EDC support and maintenance
  • High Availability
  • Fully compliant In-line risk checks 15-C3 and MIFID II
  • Over 60 Venues supported – Exchanges, Brokers, ATS
  • Futures, equities, rates and options are supported
Use case 2
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Gateways, Order Execution (GXA)

Celoxica provides accelerated Order Entry solutions across a wide range of Exchanges and trading venues, via a normalised API supporting multiple asset classes.

When trading systematically, deterministic performance is critical. Celoxica’s Order Entry products ‘GXA’ utilise a range of techniques, including session management, order balancing, FIX parsing, and binary protocol support, to ensure Orders are optimised when sent, maximising the chances of improving order fill rates.

 

Order Execution (GXA)

  • ULL venue gateways
  • Normalised API
  • FIX and Native protocol support
  • Session management
  • Load balancing
  • TCP Direct
  • Full Recovery
Use case 1
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Ultra low latency market data (QDS)

When trading systematically, deterministic performance is critical. Celoxica’s Feed Handler technology utilises a range of techniques to ensure Market Data is delivered consistently across all market conditions. These techniques include instrument filtering, line arbitrage, and optimised book building, which help to maximise trading efficiency and returns.

Market Data (QDS)

  • Line arbitrage
  • Instrument filtering
  • Normalisation
  • Full depth order book(s)
  • Fully automated recovery
  • Multi-channel DMA
Use case 1
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For more information or general enquiries, contact us

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