DATA CAPTURE : Case Studies

A large Bulge Bracket Firm trading obscure South American exchange complained of mispriced quotes.  Using the Gatea Data Capture platform, they discovered the one-sided quotes would sometimes cross and stay crossed for up to several minutes.  An alert engine was built into the Replay Server to notify traders and support of the cross.

A large retail brokerage desired a ticker to stream to clients showing any stock hitting a Daily Hi or Low.  Using Data Capture, 2 new tickers were created - DAILY.HI and DAILY.LOW - that update with the Ticker, Last Price and Net Change whenever any ticker hits a Hi or Low

A large bank desired a feed with only Options Trades.  Since the OPRA quote to trade ratio is 8000 to 1, the bandwidth and processing savings is substantial.

Using Data Capture, they were able to quickly filter out all OPRA Quotes and stream only trades to downstream applications.