SpryWare Launches Order Book Manager
Depth Plus, which the vendor released last month, sorts raw updates from exchange feeds into consolidated order books within clients' local memory cache. This eliminates the need for customers to develop their own systems to perform this function, which has become more cumbersome as message rates have increased and exchanges have launched new market depth feeds, which produce more price levels and updates, says Dan Curry, director of sales at SpryWare.
Depth Plus supports full depth-of-book
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