Omnibook Enterprise

Omnibook Enterprise

Omnibook Enterprise is the class-leading aggregated order book solution for equity markets. Designed for ultimate performance and flexibility, Omnibook will take feeds from multiple different sources (TR Elektron, Bloomberg BPIPE, RDF Direct feeds, MAMA sources) and consolidate quotes and trades into a full depth order book.

The order book can be segmented by currency, country, feed or any other user-configured parameters. Numerous configuration options allow different market logic and aggregation rules to be implemented as you see fit, and a free choice of symbology and service presentation is supported.

Using XML configuration options, and a User GUI, complete control over the feeds, venues, instruments and order books is available to tailor the system to your specific needs.

  • Aggregates the full order book in real-time
  • Over 1 million updates per second on a single server
  • Less than 20 microsecond latency
  • Aggregated trade and price ticker
  • Multiple aggregation views including by venue or by price
  • Different venues can be included in an order book view
  • Allows for quick addition of new venues through simple configuration file entries
  • Full support for special auction handling
  • Multiple publishing services configurable
  • Thomson Reuters RFA and OpenMAMA support
  • Publishing support for UPA for extra performance

Omnibook Enterprise is the complete solution for Equity price discovery and order book generation across multiple venues for Tier 1 and market maker firms. Contact us now for full details and arrange a consultation and evaluation.