Financial Services

Vortex DDS is an ultra low-latency and highly scalable data-centric publish / subscribe messaging middleware  that provides capital and financial services market applications (such as automated trading and market data distribution) with the ideal platform for addressing complex real-time information distribution and management challenges.

In the past few years, the surge in fully automated trading, the changes in regulation, such as decimalization, along with the steady growth of the market, have lead to an unprecedented growth in the market data rates. At the same time, the increasing level of automation has continued to push for trading latency minimization, leading us to the realization that today 1ms is worth $1M.
OPRA Market Rates Graph

This newly established competitive landscape requires firms to be able to distribute millions of messages per second with latencies in the order of tens of microseconds retaining reliability and stability and determinism even under massive overload conditions. Technologies historically used for this purpose are greatly underperforming if not collapsing under the impetus of the market data avalanche.

Vortex DDS: Top Performance, Stability, Reliability

The hype around the need to reduce latencies, reinforced by the realization that 1ms is worth $1M, has concentrated most peoples attention simply on speed. However, as many firms have realized the hard way, speed alone is not enough.

Vortex DDS is an ultra-low latency data distribution middleware that has proven its strengths in many mission-critical deployments in the context of Defense and Aerospace as well as Transportation, where failing to timely deliver critical information can lead to potential infrastructure losses.
OPRA vs OpenSplice DDS

As such, along with the ability of delivering massive amount of data with ultra-low-latency, and keeping you well ahead of OPRA’s predictions for years to come, it also provides unmatched reliability and stability under overload conditions. This last aspect, often overlooked, is key in financial trading as it ensures that the system keeps trading under ordinary and exceptional traffic spikes, such as that experienced by firms in September 8, 2008 when in the same day the London Stock Exchange had a 7 hours outage due to crashes and the US Government saved Fannie Mae with the biggest bailout in US history.
OpenSplice DDS Stability Under Heavy Overload Conditions

That day, some firms experienced an incoming traffic spike of a thousand times the usual traffic, under these conditions only firms that are built on solid infrastructure, such as Vortex OpenSplice, kept trading and made a great day out of it.

Vortex DDS: Far More Than Simply Messaging

First time users of Vortex DDS are often surprised by the rich set of powerful concepts and features provided by this leading edge technology.

Specifically, Vortex DDS allows applications to do real-time publish/subscribe over a distributed relational data model. The non-functional properties of data distribution, such as priority, deadline, latency, persistence, etc., are controlled by a rich set of QoS policies.

Global Data Space

Finally, the support for relational data modeling comes along with a rich set of event processing functionalities, such as local queries, distributed continuous queries, event windows, and correlation.

Featured Clients

  • Think Trade

    Think Trade Selects Vortex OpenSplice DDS as the Low-Latency Messaging Fabric for its Automated Trading Systems

    Only Vortex OpenSplice DDS provides the ultra-low-latency, extreme throughput, stability and advanced data...

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