New York, September 12, 2011 – Trading Physics, a producer of analytic software and custom market data delivery systems, today announced the Mercury Order Book Feed, providing ultra low-latency normalized delivery of five major equity exchange book feeds: BATS, Direct Edge, NASDAQ TotalView, NYSE ArcaBook, NYSE OpenBook.
The introduction of Mercury coincides with the company's roll-out of collocation services at the Equinix NY4 data center in Secaucus, New Jersey, whereby Trading Physics will provide hosting, as well as historical and real-time market data for equities, options, and futures to its client base of institutional, educational, and private investors.
The new Mercury data feed will be available to both collocated and Internet clients using Multicast, TCP Socket, and Web API protocols from Trading Physics. The service compliments the firm's Indicator and Oscillator service which provides over 600 analytical markers based on book data to facilitate rapid development of algorithmic models.
To allow for a rapid transition from model development and testing to full production, Mercury utilizes the same delivery API as the firm's existing historical data delivery service and is integrated with the new Unravel workstation planned for release later this year.
“With this offering we seek to level the playing field between large and small trading firms in terms of access to ultra-low latency book data,” said Art Novikov, managing director of Trading Physics. “Our market is comprised of smaller investment firms and individual traders who want to focus on getting their algorithmic models into production quickly,” added Novikov.
All market data is supplied by Essex Radez
About Trading Physics
Trading Physics provides interfaces to real-time and historical data feeds, as well as software development and integration services that help private and corporate investors exploit market opportunities. Trading Physics software analyzes market data in real-time to produce over 600 proprietary indicator and oscillators that offer a deeper insight into market volatility. We also help develop robust trading models, algorithms, and theories by providing historical and real-time systems.