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Algorithmic Trading with StreamBase
Hedge funds, mutual funds, pension funds, and other asset management firms can leverage StreamBase’s software and rapid development environment to test, build, and deploy low latency algorithmic trading applications in record time.
Using StreamBase, firms can track critical market conditions across multiple markets and instantaneously execute sophisticated strategies to capture short-lived trading opportunities.
Customizable Algorithmic Order Execution Strategies
StreamBase’s frameworks for Capital Markets include a set of algorithmic order execution strategies designed to achieve best execution, access liquidity, minimize slippage and maximize profits for trading operations.
These algorithmic trading strategies are provided as fully customizable StreamBase EventFlow modules which can be used in conjunction with the StreamBase frameworks. Trading firms can modify each algorithm to reflect their own “secret sauce” and to differentiate their trading strategies in the market.
Rapid Algorithmic Trade Strategy Development, Testing, and Deployment
StreamBase Studio™ provides a unique graphical development environment that enables analysts or application developers to quickly build algorithmic trading applications, test various models and strategies, deploy new trading applications in production, and modify trading models or rules on-the-fly in reaction to market conditions. Studio includes an integrated stream record and playback capability, a built-in feed simulator, graphical or text-based modeling and programming, and integration with interactive dashboard and data visualization tools.
By using the next generation query language, StreamSQL in the Studio development environment, you can also easily integrate real-time and historical data, as well as back-test on up to years of historical data before immediately deploying on real-time streams without having to change the application or infrastructure.
Low Latency, High Performance Algorithmic Trading Strategy Execution
StreamBase algorithmic trading applications execute on the StreamBase Server, a high-performance, enterprise-class engine which runs queries, computations and custom analytics on fast-moving market data streams. StreamBase can also detect patterns of trading activity and trigger an instantaneous response—with sub-millisecond latency, intelligently routing orders to an appropriate venue to optimize price, response time, transaction fees, or other attributes — all within milliseconds.
StreamBase offers over 200 connectivity points. StreamBase Adapters includes packaged adapters and feed handlers for common market data feeds and services including Reuters, Bloomberg, Tibco Rendezvous, EMS/JMS messaging systems, and leading exchanges. Most algorithmic trading applications also draw on StreamBase’s connectivity to JDBC-compatible enterprise databases such as Oracle, Microsoft SQLServer, and Sybase, or they utilize StreamBase’s high performance interfaces with high-capacity stores such as Thomson Reuters Velocity Analytics, Kx or HP Vertica. StreamBase also readily connects to XML data, comma-separated-value (.csv) files, Microsoft® Excel, and to SMTP network traffic data