The “Auto-Hedger” job is a delta-sensitive automated hedging tool that supports realtime, dual-decision passive (ie, “work 1 tick better”) and aggressive (ie, “lift”) modes of execution across a wide variety of configurations.
BBO Trading App
With the introduction of the NASDAQ Futures exchange, there are now 3 different commodity exchanges that list energy products. These are CME, ICE and now Nasdaq Futures (NFX). The BBO Order Router facilitates trading between these 3 commodity exchanges by allowing the trader to trade, with 1 order, across all 3 different exchanges (or 2 if that’s what they’ve configured).
Using market data and order info the widget can provide a real-time estimate of the queue position of one’s orders and can help anyone manually working orders in a FIFO market.
Eurex SRQS Responder
The Eurex SRQS Responder helps users of Metro who are market makers to respond to selective RFQs and confirm deals from within Metro without having to use Eurex Trader.
The “Futures Scalper” job allows the user to automatically trade specified futures contracts around user-defined scalp and profit intervals.
The CME Margin Calculator is designed to let Metro users view their initial and maintenance margins for their CME cleared products along with the Net Option Value and Net Future Value.
The Trade Alert Widget provides users with a convenient way to be notified whenever an order has been booked.
The “Axonetric LLC: Profiteer Engine” is a sophisticated and feature-rich job that allows users to automatically seek out and execute on edge-based opportunities, based upon different configurable strategies.
The Quote Monitor allows market makers to monitor and report their market making activity against the obligations on the CBOE (the widget can be configured to handle other exchanges as well).
Realized Futures Volatility Calculator
Users can use this app to see a calculation of Realized Volatility for any configured future. This app was built based on an increasing demand by traders to use realized volatility information as a component of their decision-making process while trading.
Vela’s Spread Matrix provides the user with a single window view of futures spread market data as well as execution capabilities. The widget will display any number of futures months and the corresponding spread values between each in a single screen.
More About Exegy
Exegy and Bookmap have partnered to launch OmniFeed, which offers real-time depth-of-book market data for US futures and equities.
Exegy’s direct market data feed solution won the award for Best Low Latency Data Feed – Direct at the TradingTech Insight USA Awards 2022.
Morgan Slade, CEO of CloudQuant, joined us last week to talk about Signum’s Liquidity Lamp Summary Data. We talk about finding the edge, how this data is different than anything…