Market Data Capture

Electronic data capture is the process of extracting information from a document and converting it into data readable by a computer. These financial market data systems can separate vast amounts of information in an extremely short amount of time, which can help to save money and yield bigger profits. Functional financial market data systems should be capable of the following capabilities:

  • Standardized automation that can be implemented over numerous systems and formats.
  • Accurate and efficient data processing through the elimination of manual data entry.
  • Data transformation across a wide range of sources.

Market Data Systems & Capture

 Before a trade can occur and the algorithms can crunch the numbers, a market data management system builds a market book to allow traders and algorithms to view the cross section of the relevant trading market. Building and updating books through a financial market data system requires a high-throughput device that can provide the following services:

  1. View all trading traffic coming from multiple exchanges in the protocol format used by each exchange. (e.g., FIX ITCH or OUTCH)
  2. Pick out the trade information that will be analyzed by financial algorithms to determine trends and anomalies that may offer trading opportunities.

Additionally, the time it takes to build and update a market data management book is time that delays a trade, no matter how short. In financial markets, this equates to wasted time that cuts into profit margins. This is where our partners turn to us, because we both know that time is money, and by utilizing our FPGA-based logic data capture solutions they are in good hands and are setting themselves up for success.

Have a question or two about our low-latency trading solutions for your market data capture application(s)? Send us a message and receive a timely response from one of our experts.

Financial Market Data System Management & Programmable Devices

New Wave DV’s 10G Ethernet PCI Express Cards provide all the features necessary to implement a top-quality market data system. The throughput is near wire speed and the latency through the card is the lowest in the market.

Market Data Capture Diagram

Throughput is critical for your system to keep up with the information that is constantly coming in from multiple exchanges. Correct filtering is urgently significant so only the information relevant to the algorithm analyzing the markets is accepted. Latency is also highly important to ensure that the entire system performs faster than the competition, so your algorithmic analysis and subsequent trades are first into the trading queue. While already extremely fast and deterministic, New Wave DV also provides an easy-to-use application development framework ensuring development and setup is a straightforward task. Altogether, our partners receive best-in-class 10G Ethernet FPGA solutions, fully-customized for their unique applications to outperform the competition.

V5052 16-Port 10G Ethernet PCI Express Card

The V5052 PCI Express Card is purpose-built for processing network data in real-time. Additionally, our PCI Express Card has been optimized to provide the lowest possible latency and the highest possible performance. This makes our V5052 the ideal solution for executing sophisticated algorithms, processing streaming data, and running a wide range of functions as close as possible to the network.

V5051 Quad-Port 10G Ethernet PCI Express Card

The V5051 FPGA PCI Express Card is the next generation of New Wave DV’s flagship programmable network products, and the industry’s highest performance FPGA network card in production today. This card is powered by the latest Xilinx Virtex UltraScale+ FPGA technology and can support the highest network data rates available.

CaptureXG™ 1000 Quad-Port 10G Ethernet Card

The CaptureXG 1000 card comes standard with essential features, such as accurate time synchronization and stamping (IRIG-A, B and G), programmable 5-tuple filters, PCAP Next Generation file format, and a highly efficient PCI Express Gen 3 host interface. Because the CaptureXG 1000 card is fully integrated with the popular Wireshark network protocol analyzer, it provides a powerful tool for IT managers to easily leverage their teams’ existing expertise, increasing efficiency in diagnosing network issues.

Contact New Wave DV for Programmable Market Data Devices

Our FPGA-based trading and data management solutions are designed for serious competitors in a serious business. Our team of experts pride themselves in delivering peak-performance devices from their years of experience providing low-latency data solutions. Contact us to learn more information about our programmable market data management devices from one of our experts, or view our FPGA-based PCI Express offerings to find your low-latency trading solution.

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