Market Information Machine

Financial Industry Solutions

» Financial Traders

» Investment Banks
& Managers

» Performance
& Risk Managers

» Infrastructure IT
& Data Managers

» High-Frequency Traders

LIM puts multiple sources for multiple markets in multiple frequencies at your fingertips. The MIM server consumes and stores feeds, and serves up historical data down to milliseconds while providing the convenience of a single interface for algorithms and models.

High Performance

MIM includes:

Historical databases of petabyte size
Live feed recording rates > 200,000/sec per server
Lossless compaction
An optimized schema that provides efficient I/O and analytics

Tools include:

Query front-ends
Robust API's (C#, Java)
Connections to popular statistical packages like Matlab, SPlus, and R.

Comprehensive Historical Data Set

In addition to LIM Core data, we can handle:

Reuters Datascope Tick History and NYSE (TAQ) - Equities, Options, Foreign Exchange, Futures
ISE/Options Price Reporting Authority - Trades and Quotes, NBBO records for US Equity Options
CQG - Futures millisecond data with depth, Cash FX minute bars

All sets are complemented by:

A deep data catalog of fundamental and lower frequency data
Historical total return calculations in ticks, Event-driven high frequency strategies
Any form of macro overlay to a high-frequency strategy

Choice in Live Feeds

Our live feed options include:

ActivFinancial
Reuters
DDFPlus
NxCore/DTN
...and others.