 Download Flyer
|
|
Delta Stream is the leading CEP solution designed to enable users to capture,
store and analyse large volumes of data within a single platform. It provides
users with the framework to develop and deploy customised analytics that quickly
perform complex calculations on large volumes of underlying market data, capturing
real time market data and allowing unlimited historical storage of this data.
Typical applications might include the development of real time analytic engines
(e.g. real time PL engines, customised vwap engines), trade cost analysis (TCA) tools,
data repository for equity research teams and compliance tools.
|
|
Key Features
|
- Powered by the market leading kdb+ database technology, delivers unrivalled functionality and performance
- Rich real-time streaming and polling visualisation capabilities via Delta Dashboards
- A Process Library containing a rich set of highly optimized boiler plate q processes enabling:
- Real-time Engines – easily configurable CEP processes
- Data Capture and Storage Engines – that enable the high-speed capture and querying of intra-day and historical data
- Query Gateways - processes that optimize the real-time streaming of data and provide a single point of access for real-time and historic querying
- File Loader Engines - configured with watch lists of files for normalizing and loading
- External Bridges - high-performance adaptors to external systems
- Alerting Engines - that enables alerts and email notifications
- An Analytics Library containing discrete business logic and runtime analytics that can be injected into any process.
|
Key Benefits
- Speed to Market: Fully integrated platform for strategy development, backtesting and trading
- Performance: Low latency platform powered by Kdb+ ensures that high performance CEP and data capture
- Rich Visualization: Out of the box Dashboards that can be easily customized and extended to enable the exact visualization and control required for trading, monitoring and research.
- Flexibility: High level programming language 'q' allows for fast time to market, without sacrificing performance
- Complete Solution: All system activity logged to time series database for fast and powerful ad hoc or post trade analysis
- Scalability: Modular architecture gives ability to scale horizontally
|
Enterprise Fuctionality
- Permissions - Entitlement checking and permissioning at data and entity levels
- Logging and Diagnostics - Standardised logging and internal stats generation
- Messaging - Topic centric discovery and routing and robust IPC abstraction
- Centralized Configuration - Centralized configuration parameter management
- Scheduling and Workflow - Built in scheduler and workflow management
- Failover and Replication - Methods for enabling Hot-Hot and Hot-Warm failover capabilities
- Alerting and Notifications - A standard alerting framework
- Error Handling - Comprehensive and standardised error handling
|
|
First Derivatives provides a POC for quality prospects. Our approach goes beyond the conference room
staged demonstrations with the following aspects covered:
|
- Market Connectivity/ Feedhandlers
- Data Loading
- Application Integration
- Integration of external code Incorporate external DLLs and libraries
- Real-P/L and Risk Management
- Full suite of reporting goods
|
