MD direct (MDD): AGGREGATE, CONSUME AND MINE DATA

Aggregate All Data Sources

Direct connect to all real-time data sources:

Vendors
Exchanges
Internal

Cross Platform / High Performance

Written entirely in C / C++
Runs Natively on Win64 and Linux64
Fully Multi-threaded
>> 100K msg/sec per thread

Fault Tolerant

Load balanced publishers per instance
Transparent failover between instances

Publish / Subscribe / Snap API

C / C++ / C# / Python
Win64 / Linux64
Binary Field List
Native Vector Data Type for Surfaces and Splines

Monitoring

Fully integrated with industry-standard DataDog*
Detailed run-time stats for each connection and instance

MD Direct Components

Produce : Vendor and Exchange Bridges : Bloomberg,* Refinitiv*, BidFX,* CME*, etc.
Distribute : Data Distribution Layer
Consume Streaming : C/C++/C#/Python API
Consume Snapshot : Last Value Cache (LVC)
Consume Web : WebSockets Proxy to Stream to Browser
Data Mining : Record / Playback Modules

Logical Architecture