HTS
Comprehensive Order Book
One-click order
MTS
Order
Favorites
Market Data
Market Data system
Market Data flow
Primary features and advantages
Extendability
- Flexible System of further Market/Vendor changes. Minimize the development scope of additional change
- Provides API sets for the market data for Future/Option, etc.
- Configuration modification is able to respond adding exchanges without program modification
- Minimize the range of development up to the changes/additions of data vendor(Requires additional development of stream data format processing only)
Modularity
- Clear separation of Business layer, Data processing layer, and Communication layer
- Each module is independent to respond to the changes of development environment and requirements
- Quick and flexible respond to business logic changes including adding new features, changing requirements, etc.
Provide Real-time Market Data
- Real-time Data processing with minimum latency
- Available to set-up the data retention period about each tick/bar
Dynamic Configuration
- Provides independent set-up for individual stock market
- Communication methods for receiving Market data, Protocol setting, and Data retention period setting
- Data retention period setting
- Time zone setting by each exchange
- Trading hour setting
- Batch Process processing time setting
- Watch dog setting: Data receive condition/Error report(SMS)
- Database setting(CISAM, Altibase, MongoDB)
Event Scheduler
- Open/Close/Close price process and Batch Job scheduling by each exchange
- Holiday management by each exchange
Various Database Support
- CISAM, Alitbase, MongoDB(NoSQL) __
- Database accessible in a single API set
Monitoring
- Monitoring data reception status by each exchange
- Immediate administrator notification when the error occurs
Ledger System
- Global futures and options Portfolio margin, Total-risk margin, Margin simulation
- Risk Array File reception and monitoring for the Portfolio margin calculation
- Settlement price, future margin, FND, LTD information ledger automatic reflection
- Corporation customor settlement, transaction separation and create the separate sales/purchases report
- Management of providing real-time Market Data by each User ID and exchange
- CME Seoul Hub DMA: Direct reception of real-time price and order management(CME Group of ISV)
- Calendar Spread Orders
- Variational margin, Realtime Risk Amount, Physical Delivery, futures and options maturity automatic covering
- FIFO netting account and targeting closing Hedge account
- Post margin account, margincall respite account
- Server to Server API, Client API
- Algorithm orders including OCO, IFDone, IFDone OCO, MIT, Stop, Trailing Stop through OMS.
- Income statement order by each account through RMS
- Automatic currency exchaning tool for the accounts have foreign currency margin and variational margin
- Multiple FCM by products and accounts
- Preventing orders mistaken including orders from order and open limits
- CME Group Audit Trail
- Premium option and future option
- Physical delivery and Reservation of Option exercise
- Option management : exercise and assignement process
- Capital gains tax calculation
- Option CAB
- Simulated investment system and contract engine
- Modification of historical value error