Mach2 Software, LLC : High performance market data and algorithmic trading software (FIX, FAST and other protocols) to all...

Mach2 Software, LLC

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High performance market data and algorithmic trading software (FIX, FAST and other protocols) to all exchanges and ECNs.
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Spoken Language: English

Business: Investing, Software

Mach2 Software offers a wide range of algorithmic trading software<, from the very fast to the very simple. Trading desk software needs to be lightweight, fast and easy to use - an absolute requirement when adapting to fast-changing markets. Therefore, all our solutions share the same characteristics: compact, efficient, easy-to-use, high performance and cost effective.

High Frequency Trading, FIX Connectivity and Spreadsheet-based Trading<

For low latency trading, Mach2 Software offers directConnect, a platform for High Frequency Trading of equities, options, futures, foreign exchange and US Treasuries. It's the best-of-breed software from among the industry and directConnect enables high throughput, low latency co-located trading with exchanges and CNs. directConnect, supports all the mainstream market data interfaces including:

  • ICE iMpact
  • Eurex EBS
  • EBS Live
  • NYSE ArcaBook

For order routing interfaces, high performance C++ FIX and .NET FIX interfaces are delivered customized for each exchange and ECN. High speed binary interfaces, such as Eurex ETS and NYSE ArcaDirect are supported.

For FIX connectivity, Mach2 Software offers selfConnect, a FIX Engine for the .NET, C++ or Java environments. It's a well-engineered, compact and easy-to-use product that can meet the most demanding production requirements. With hundreds of real-world deployments, selfConnect provides a robust, rock-solid core package base upon which to base a trading infrastructure.

Support for all versions of FIX trading<, including FIX 4.2, FIX 4.3, FIX 4.4. and FIX 5.0, as well as FIXML. Complete .NET FAST and C++ FAST encoding/decoding versions, for both FAST 1.1 and FAST 2.0.

For easy-to-use FIX development, Mach2 Software offers excelConnect, a FIX connectivity add-in for Microsoft Excel. With excelConnect, the capabilities of Excel can now be applied to a wide-range of uses such as:

  • Modeling of algorithmic strategies
  • Order management systems
  • Portfolio management systems
  • Risk management systems
  • Compliance reporting

Excel is, arguably, the most powerful software product ever created and, when coupled with excelConnect, can provide an effective solution to many front, middle and back-office requirements. Leverage the pervasive power of Excel to build FIX-based trading, monitoring and reporting solutions that are easy to develop, easy to use and easy to maintain.

Users of the products include: several large banks/brokers, hedge funds in NY, Chicago and the West Coast, energy traders, energy/oil companies in Houston and Calgary and several specialist ISVs. There are many international installations, as well.

Mach2 Software Products<

directConnect vs. EMS<

Often, large and expensive Execution Management Systems (EMS') are used for high frequency trading (HFT). But these systems are overly complicated. They contain extensive GUIs, workflows, intricate configuration and even relational databases - alot of "baggage" that is totally unnecessary for HFT.

A speedboat is needed, not a supertanker. For HFT, the industry is moving back to basics - towards simpler and more targeted implementations, that are easy to install, easy to program, easy to change - smaller, lightweight and much faster.

directConnect is designed for software developers and quants who want an easy-to-use, consistent, high performance platform upon which to build a proprietary trading system for high frequency trading, statistical arbitrage, market making, spread trading, etc.

directConnect provides exchange and ECN connectivity for both market data and order routing. The software is lightweight, efficient and very fast and, to ensure maximum performance, always supports the lowest-latency binary order routing protocol available.

Integrate Once, Add Venues Repeatedly

When connecting to a number of trading destinations, directConnect provides a single common interface to all, with no additional latency. The semantics, syntax and methods for all destinations, whether standard FIX protocol, "FIX like" or totally proprietary, are common. Therefore, as the process for adding each venue is identical to all others, integration need only be done once.

Due to the lightweight nature of the product, performance is unrivalled when compared to the bulky EMS packages. Mach2 Software provides a comprehensive set of performance benchmarking, message analysis and monitoring utilities to further reduce implementation times.

Fully functional evaluation licenses are coupled with access to in-line documentation, online support functions, support engineers and automated change control/upgrade procedures. Source code reference implementations are included, to facilitate end-user application integration.

selfConnect - High Performance FIX Engine<

The selfConnect products are leading edge technology solutions for FIX connectivity and messaging requirements. These products are designed to easily integrate and deploy into our client's trade execution and order routing processes.

Mach2 Software provides fully supported and maintained software as flexible annual subscriptions inclusive of license, maintenance, updates and upgrades to ensure the most efficient ongoing support of trading applications. Features of the selfConnect FIX Engine include:

  • High throughput, low latency performance for Direct Market Access or High Frequency Trading applications
  • Easy-to-use API; easily configurable
  • Support for FIX 4.X, FIX 5.X and FIXML
  • Supports up to 700 FIX sessions simultaneously
  • Supports multiple FIX Protocol versions simultaneously
  • Built-in SSL encryption
  • Configurable validation of required fields
  • Parameter-driven "FIX dialects" (different interpretations of FIX for specific destinations)
  • Supports all tags of each FIX Protocol version
  • Supports all message types of each asset class (equities, fixed income, derivatives, FX, etc)
  • Flexible support for user-defined tags and user-defined message types
  • Persistence and Recovery (log data to a flat file and restore the state after fail-over)
  • Versatile diagnostics
  • Advanced threading architecture - only two threads are used per each FIX Session.
  • C++ FIX version: supplied as a C++ dynamic library (DLL); pure ANSI C++ for Windows, Linux or Solaris
  • .NET FIX version: supplied as .NET class library (assembly); Native .NET conventions and idioms (properties, events, delegates, etc)
  • Java FIX version: pure Java implementation; supplied as Java class library (JAR)
  • 32 bit and 64 bit versions available
  • All versions include full documentation and the following sample source code:
    • Order Processing trading samples
    • Repeating Groups handling samples
    • FIX benchmark tests

excelConnect - FIX for Excel<

Harness the Power of Excel for Trading

Microsoft's Excel is one of the most powerful productivity tools ever created and it is extensively used by almost every trading desk in the world. Excel's capabilities now far exceed those of most trading systems. Consider these reasons for using Excel for trading desk applications:

  • Traders are extremely comfortable with Excel - they understand the technology and are proficient users
  • Easy to program in VBA
  • Advanced sharing and collaboration capabilities
  • Many recent enhancements in performance e.g., 64 bit; multi-threaded recalculation; asynchronous UDFs
  • Web publishing
  • Guaranteed support and enhancement by Microsoft for (almost) forever

excelConnect can be used for a wide range of applications: order management systems, portfolio management systems, risk management systems, modeling of algorithmic strategies, etc. It is easy to program, easy to debug, easy to deploy and easy to modify. excelConnect can also be used in a monitoring and reporting capacity - any data that is transmitted or logged via FIX can now be processed, filtered, sorted, analyzed and reported via excelConnect.

The excelConnect product is distributed as an Excel Add-In (.xll) and installs in minutes. The product includes the selfConnect .NET library and, therefore, all the advanced capabilities of the FIX Engine are instantly available:

  • Flexible FIX configuration
  • FIX dialects
  • Logging
  • Recovery

FIX messages can be sent/received by VBA scripts or parsed directly to/from worksheets. The excelConnect product allows VBA code for functions and macros to be migrated to VB.NET or new Excel-callable C# functions can be written. Excel users now have the best of both worlds: core processing logic coded in .NET, with Excel still utilized for user interface, reporting and data manipulation purposes.

Custom Programming Services for excelConnect

Mach2 Software can provide a wide array of custom trading programming services for the excelConnect product including:

  • Custom development of your spreadsheet application
  • Trading system development
  • Integration with any directConnect platform, e.g., use a spreadsheet to trade US Treasuries on BrokerTec.
  • Integration of real-time data feeds (e.g. Activ Financial or others)
  • Integration with external systems
  • Creation of monitoring and reporting systems
  • Migration of VBA scripts to VB.NET

Mach2 Software Venues<

Broad Venue Coverage<

The suite contains pre-certified and optimized solutions for trading venues across asset classes: equities, options, futures, foreign exchange and USTs. All implementations are approved, tested and certified with the specific market venues and are fully supported and maintained. Newly certified trading venues are added frequently, all utilizing a single, common interface. Users need only integrate once for all to be available.

Feature Rich<

directConnect is a complete, feature-rich business application with full order book imaging capability, data channel management, recovery, playback, etc., which minimizes the effort required to integrate a new trading venue and eliminates the ongoing burden of maintaining venue-specific interfaces. Development efforts should be focused on building core trading logic, not on the programming/maintenance of industry-standard protocols.

Broad Platform Coverage<

directConnect provides the broadest coverage in the industry, across all platforms and protocols. The software is available in .NET or C++ (on the Linux, Solaris and Windows platforms), in 32-bit and 64-bit modes. No offering can match the breadth, depth and performance of these packages.

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