Exegy Debuts 'Embedded' Code on Client Algos
Incoming feeds would be captured directly by the application using this software, which incorporates elements of Exegy's feed handlers and a link to the ticker plant so that the two are fully synchronized and the application can subscribe to other feeds that trading strategies need to take account of, while the ticker plant subscribes to the same feed to run calculations and combine with other feeds to create virtual order books, says Jeff Wells, vice president of product management at the
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