Product Description

Xpresso is a real time calculation engine for financial markets. It has an easy-to-learn, but powerful programming language, allowing complex strategies and procedures to be created with terms that are commonly used in trading. Once created, these expressions are loaded into the Xpresso engine, which will evaluate them as the incoming data they refer to is updated. Xpresso is used in combination with Piranha, Skyler’s high-performance streaming engine. Piranha performs all the underlying “plumbing” required to manage and deliver data to expressions. This frees users to simply refer to the data within Piranha’s data caches rather than on programming the complex plumbing that would otherwise be required to access it. In conjunction with Piranha, Xpresso enables complex pattern matching to be applied continuously across streams of incoming data, generating appropriate triggers for action when patterns are matched. These triggers and their output data can then be published out to other applications in your organisation. Xpresso can be configured with any number of expressions. Because expressions are compiled into an efficient execution format before being loaded, they execute at high speed and can cope with large volumes of data.