Algorithmica Research Ab


Headlines 2010-02-10 Öhman chooses Algorithmica’s risk management solution for independent real-time control Read more>> ............................................ 2010-01-20 Är du duktig C#-utvecklare med sinne för användargränssnitt? Read more>> ............................................ 2009-12-21 Industrivärden selects Quantlab and AHS Read more>> ............................................ 2009-12-09 Vasakronan selects Treasury Risk Management module for liquidity management Read more>> ............................................ 2009-11-12 Quantlab now supports real-time contribution to Bloomberg and Reuters Read more>> ............................................ News archive>>	Quantlab released with feed vendor specific publishing services Both single user desktop Quantlab Clients as well as server-side Quantlab Servers now ships with built-in support for contributing market data. Using the low-latency C++ RFA from Thomson Reuters, price providers and organisations may contribute market data internally or publish externally. This can be done simultanously together with publishing on the Bloomberg MPF multi product feed as well as on the native Inter Quantlab Communication Server (IQC). This enables organisations to easily distribute internal pricing using manually updated clients or automatically as quote servers. For price providers such as market makers in non-exchange traded products, it is now easy to externally publish quotes directly on Bloomberg and Thomson Reuters. In addition to the substatial reduction in "time-to-market" for development of new applications, it will give users direct control over which information that is published in what channels. For a first hand look at the Quantlab publishing services and hear what it can do for your business, please contact an Algorithmica Research sales representative. More information about Thomson Reuters C++ RFA More information about Bloomberg MPF Multi Product Feed