SpryWare Releases Enhanced Order Book Manager
SpryWare, a provider of low-latency market data technology, has released DepthPlus, a client-side API interface for order book management. DepthPlus was created to give SpryWare customers multiple views into sorted levels of the order book.
Handling raw ‘Order add’ and ‘Order delete’ exchange messages can be cumbersome. The messages are unsorted and it is left up to the users to build the various levels or orders. With DepthPlus the book is sorted, aggregated and provides all the levels of depth.
DepthPlus is available for all full depth of Book feeds, including Itch, ARCA and BATS, along with aggregated order feeds such as CME. Different feed types can be joined together to produce hybrid views of different market centres.
Technorati Tags: SpryWare, DepthPlus, Itch, ARCA, BATS, CME
