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Market Data Capture

Before a trade can occur, before the algorithms can crunch the numbers, a system builds a market book to allow traders and algorithms to view the cross section of the relevant trading market.

Building and updating books require a high-throughput device that can:

  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 info that will be analyzed by financial algorithms to determine trends and anomalies that may offer trading opportunities

The time it takes to build and update this book, however short, is time that delays a trade. For the big players in the financial markets, this is time they can’t afford. That’s why they turn to New Wave Design & Verification for their low latency FPGA needs. Our customers know they cannot lose a fraction of a second, and we provide programmable logic devices that ensure success.

Contact New Wave DV for low latency trading solutions for your market data capture application.

Customers Rely on Our Programmable Devices

New Wave DV’s 10G Ethernet PCI Express Cards provide all of 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 if your system is to keep up with the information coming from multiple exchanges. Filtering is critical to accept only the information relevant to the algorithm analyzing the markets, and latency is critical to ensure that overall the system performs faster than the competition so your algorithmic analysis and subsequent trades are first into the trading queue.

New Wave DV provides best-in-class ultra-low latency 10 Gigabit Ethernet FPGA cards that feature an easy-to-use application development framework. Our team’s expertise comes from years of providing low latency trading solutions for the financial markets. We deliver on time and on budget in an industry where every second counts and every penny can make or break a deal.

Contact New Wave DV for Programmable Devices for Trading

Our high-frequency trading FPGAs are designed for serious competitors in a serious business. New Wave DV’s low latency trading technology can help you win more and win bigger. Contact us for information about programmable devices that suit your trading needs, or view our FPGA offerings to find the low latency trading solution you need.