Our service and technology

We offer real-time, delayed and historical market data feeds: the technology we base our service on has been proven under heavy usage in our clients’ production installations for over 9 years now:
  • Our high-performance market data Java API which lies in the foundation of our live systems is available for free download under Mozilla Public License terms from the Downloads section of this site and it is naturally compatible with all market data services we offer.
  • Our real-time platform delivers most demanding feeds, including OPRA with its current peaks of 4 million messages per second to tens of thousands online clients with a very low hardware footprint — commodity class servers are good enough for the task — and the platform scales very well with hardware.
  • Our newest historical data service provide wide replay and analytics possibilities for tick-level data, including all ticks for U.S. options market with elastic hosted capacity and minimum client requirements.
» Contact us to discuss your market data needs
Click on the sections below for more details:

Collocation with market centers and direct feeds

We utilize reliable, high performance infrastructure:
  • Core systems are collocated at first grade datacenters and major points-of-presence for market data and connectivity providers providing low-latency connectivity to market centers.
  • Market data feeds are received directly from market centers with minimum latency and no intermediate vendor processing delays.
  • Market data is normalized and delivered straight to customer’s system in efficient wire format saving latency and bandwidth.

High speed, ultra-efficient messaging

Our system has been designed from scratch to provide high performance messaging infrastructure for market data and optimized and improved continuously under heavy production loads. We provide full OPRA feed processing with zero-millisecond average latency on on mid-range 1 RU server:
  • At only 15-18% CPU on average.
  • 45% CPU peak.

Graceful burst handling

Volatility in the markets implies rate spikes in arriving quote data — spikes that are measured in hundreds of thousands messages per second. Devexperts market data system provides tools to handle spikes in the limited throughput situation, thus ensuring graceful burst handling according to your system operating standards:
  • Automatic intelligent conflation;
  • Throttling / rate limiting.
Setting up and adjusting these parameters allows you establish precise control over the pressure on your downstream applications.

Data normalization

Devexperts market data system publishes data feeds in single format regardless of source — saving integration, development and maintenance costs. For any feed the Devexperts Java API or raw format can be chosen for data feed delivery. Our solutions can be used also to distribute the data in the uniform access format inside your system, providing market data distribution architecture to capitalize on.

Scalability

Devexperts market data system is designed to be naturally scalable, both vertically and horizontally, allowing to maintain high service level independent of market volatility and data volume growth. Scale resources linearly as the load increases and utilize high performance parallel processing to its full potential. Platform independent technology allows to painlessly scale system components over Windows, Mac OS, Linux and Solaris systems.

Historical data

We provide tick level historical market data for all services we offer, including full U.S. options feed.

Maintenance and support

We realize the importance of smooth and trouble free operation of Devexperts solutions, because our systems are the basis for the performance of our clients’ business activities. Devexperts support and maintenance department provides 24×7×365 monitoring and diagnostics for all our services. Our market data feed handlers provide automatic failover switching, fully redundant component architectures utilizing multiple client sites and backup data feeds can be built.