Sniff data from network taps or SPAN ports. Use network traffic, not application logs, to produce a low latency real-time drop copy configurable downstream FIX sessions. Software solution that can run on your hardware or MayStreet device. Supports Napatech, Solarflare, Exablaze cards.
High-Precision Data Capture
Device integration to accurately timestamp, buffer, and write to disk without dropping packets. Supports 10x 10G ports with up to 100Gb/s raw sustained write speed. Write data as raw pcapns, lz4, or zstd format. Allows for immediate export, or inline processing.
Real Time Drop Copy
Sniff data from network taps or SPAN ports. Use network traffic, not application logs, to produce a low latency real-time drop copy configurable downstream FIX sessions.
- Extract data from all common order entry protocols (ie: FIX, boe, cmi, ouch, pillar etc)
- Selectively place individual fields from all message types into outer drop copy fix messages.
- Integrate into realtime applications with 20-80 microsecond latency from packet on network to extracted data in drop copy FIX sessions
Replay data as it was on the network with 4ns average diff. Benchmark and validate applications for performance and backtesting.
Equities, options, currencies, futures, indexes.
Americas, EMEA, APAC, FICC.
75 exchanges (125 venue formats) & growing to 200+
Downstream Data Integration
Open architecture fits supports easy integration in downstream applications. Support for many common formats, from KDB to csv.
Managed onsite capture service. Organized to fit into any trading or monitoring infrastructure. MayStreet Capture Suite is installed on client hardware or on a maystreet applience. Capture, DropCopy, Monitoring, and custom solutions are available in realtime, with access and integration to MayStreet gold copy of public market data.
- XDP (NYSE, Arca, American, National)
- OpenBookUltra (NYSE, American)
- Multicast Pitch (Bzx, Byx, Edgx, Edga, Bzx Options, Edgx Options, C2)
- CSM (CBOE -- C1)
- Cme Globex MDP 3.0 (CME, CBOT, Comex, Nymex, Mgex, BDM, DME, KRX, Streamline)
- HSVF (BOX)
- CTA (CQS, CTS)
- UTP (UQDF, UTDF)
- Mold UDP (Nasdaq Totalview/QBBO/NLS, Bx Totalview/QBBO/NLS, Psx Totalview/QBBO/NLS)
- Mold UDP (ISE, ISE Gemini, ISE Mercury)
- Mold UDP (Phlx, NOM)
- impact (ICE)
- TOM (Miax, Miax Pearl, Miax Emerald)
- Brokertech ITCH
- Espeed (NFI)
- Quantum (TMX)
- BIMP (Fenics)
- GTP (LSE, Turquoise, others)
- Mitch (LSE)
- EMDI (Xetra, Eurex)
- EOBI (Xetra, Eurex)
- Optiq (Euronext)
- Mold (Nasdaq Baltic, Nordic)
- Pitch (BXE, CXE)
- impact (ICE)
- ASX ITCH
- ASX24 NTP
- Flex Full (TSE)
- Osaka ITCH
- HKFE (Hong Kong)
- HKSE (Hong Kong)
- SGX (Singapoer)
- Taifex (Taiwan)