AlgoStudio™

Simplified, fast and intelligent

automated trading…
AlgoStudio™ is an event-driven, ultra low-latency,
scalable and high-frequency algorithmic trading
platform that facilitates automated trading with
increase in profitability and competitive advantage.
Using AlgoStudio, trading organizations can identify
favourable market conditions in multiple markets and
simultaneously execute complex strategies to capture
short-lived trading opportunities at reduced risk and
operational cost.

Reference Data Real Time Market Data

Markets
Trades and Quotes
News Feeds etc.
Exchanges

OMS
Adapter  ECNs
Strategy Interface

Standard Algorithms (NeatXS*)

Direct Market

(VWAP, TWAP, Arbitrage…)

Access

Event
Adapter
Processing Brokers
Proprietary Algorithms
Adapter
Equities, Options,
Futures, Foreign
@ Customizer : Monitor Control Exchange Etc.

* AlgoStudio supports algorithmic trading on Indian exchanges powered by the NeatXS server.

FIRST FUTURES Global expertise

S O F T W A R E Indian reach
 Product Summary
ƒƒ Build and quickly deploy latency-sensitive, complex trading strategies
ƒƒ Dynamic adjustment of strategy parameters to adapt to the changing market conditions
ƒƒ Supports multiple asset classes and is broker neutral
ƒƒ Event-driven and multi-threaded processing to support faster decisions on trade opportunities
ƒƒ Comprehensive risk management to provide secured trading environment
ƒƒ Pre-packaged strategies to perform arbitrage, volume based trading and market making
ƒƒ Analyses transaction costs and slippage
ƒƒ Supports strategy-readable live news feeds for algorithmic trading and risk management
ƒƒ Accepts algorithmic instructions and trading parameters via a FIX engine
ƒƒ Deployable at co-location in proximity of matching engine of the exchange

Other Features
ƒƒ Uses an event-driven architecture for ultra low-latency processing of event data streams
ƒƒ Component-based technology to plug adapters, strategies and other plug-ins
ƒƒ Provides a rich Application Programming Interface (API) for development and deployment of
complex trading strategies
ƒƒ Leverages the Microsoft®.NET® supported programming languages to develop strategies
ƒƒ Reusable strategy components and algorithmic logic
ƒƒ Provides real-time market data feed processing, automated execution management, order state
handling and smart order routing
ƒƒ Real-time reporting of open orders, order state changes, trade confirmations and position statistics
for further trading analysis
ƒƒ Access to historical and reference data for trading
ƒƒ Flexibility to trade on different markets simultaneously using the same strategy with a market
neutral strategy concept of Abstract Market Variables (AMV).
ƒƒ Monitor the strategy run statistics and simultaneously refer the market depth, touchline, OHLC and
other market information
ƒƒ Graphical presentation of position and tick data movement
ƒƒ Provides a fast data storage/retrieval of intraday time series data to facilitate an intraday analysis
of a market
ƒƒ Times and sales information for timely updates on trades at specific prices and volumes
ƒƒ Market watch to view latest market information
ƒƒ Maintains separate logs for the application tasks and the strategy-specific alerts

NSE.IT Limited
Trade Globe,
Andheri Kurla Road,
Andheri (East),
Mumbai 400059, India

First Futures Software

508 South Tower,
Sacred World,
Wanowrie,
First Futures Software (FFS) and NSE.IT have a comprehensive experience in providing seamless and Pune 411040, India
reliable electronic trading solutions. Our premier professional services offer consultation in transforming
your algorithmic trading ideas into reality.
Email:
marketing@nseit.co.in
info@firstfutures.com

www.nseit.com © 2010 NSE.IT Limited and First Futures Software Engineering Pvt. Ltd. All rights reserved.
www.firstfutures.com