Financial Systems Developers:
If you are looking for a low-latency DBMS for algorithmic trading, quantitative
analysis, order matching or other real-time capital markets solutions, click here.
Hedge funds, pension funds, mutual funds, and other institutional investors are invited to use McObject’s platform as a quick-start kit for developing high volume automated trading with unsurpassed performance.
Advantages of McObject’s Algorithmic Trading Reference Application
- Increase performance many times over through elimination of RDBMS-based bottlenecks
- Leverage 64-bit OS to grow business volume or choose 32-bit architecture for cost-effective, smaller-scale trading
- Software is optimized for the latest multi-core hardware platforms
- Lock in fault-tolerance using database replication with automatic failover
- Enhance modularity, distribute processing intelligently and reduce network traffic overhead via decentralized design based on distributed local caches
- Openness and data integrity guaranteed through McObject’s underlying database system (supports ACID transactions, standard SQL and native C/C++ programming APIs)
- Available for 64-bit Linux, 32-bit Linux, 64-bit Windows and 32-bit Windows
- “Master” in-memory eXtremeDB database receives incoming data stream to obtain basket of relevant securities
- DBMS High Availability (HA) mechanism distributes data stream to replica nodes, where replica databases provide distributed local cache instances
- Trading stations query these local caches (replica in-memory databases) exclusively to identify securities to buy/sell/sell short, etc.
- Traders have no interaction with Master database, which significantly reduces “round-trip” network traffic and frees Master node to manage, sort and distribute the incoming data stream.
- Number of replica nodes is configurable to match the number of traders (real or “black box”)
- In event of Master node hardware or software failure, a replica node can assume the Master role to allow trading to continue uninterrupted
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