In addition to ChartServer, SinaraMDP includes a number of optional value-add components that can be added to any specific deployment of the platform. These can be also be customised to meet specific client needs.
Order Book Consolidator
The Sinara Order Book Consolidator builds consolidated order books in real-time for securities that are traded on more than one venue. Orders, quotes and trades from different exchanges, alternative trading systems, and multilateral trading facilities are brought together into a single, standardised view and supplied to client applications as low-latency streaming data or snapshots. This makes it possible to gain a more complete and transparent view of regional and global financial markets, regardless of liquidity fragmentation.
Where contributed data needs to be derived from other real-time data, a template C++ application is provided with SinaraMDP to perform calculations. The Calculation Engine receives data from the streaming distribution mechanism, performs calculations, and then re-contributes synthetic data items. Developers can concentrate their efforts on the core functionality required to create new data items, without having to code basic infrastructure.