User access to all licensed reference and static data across major equity and derivative markets. Includes flexible integration for a wide variety of external data sources as well as the ability to include user-derived data and factors.

Source, process and query exchange data in real time by connecting to all major US, EU and Asia exchanges. Supports both level1/level2 data when available. Proprietary API ensures data can be queried real-time on any level. Build and access full, consolidated L1/L2 Order Books in real time and historically.

Flexible and distributed simulation environment that allows for rapid development of new alphas and strategies by utilizing extreme flexibility to customize all aspects of backtest and simulation execution. Easily define and share a multitude of trade signals and optimization parameters to fine tune trading strategies.

Seamlessly lift and shift strategies from back testing to trade production with the ability to include newly derived user-defined data, factors and trade signals

Event queue manages and routes all marked data events (quotes/trades/orders) and alpha signals across subscribers. Designed in C++ for low latency execution. Supports multi-threading, in-memory management specifications and high-performance event timers.