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Featuremine framework for algorithmic trading lets you quickly develop your strategy and bring it to profitability in the shortest time possible. Utilize the simplicity of Python and the high performance of C++, the best technical support and our extensive components library.
Develop your strategy quickly with our framework for algorithmic trading with the benefit of Python API for rapid prototyping while enjoying C++ performance.
Input, normalize and output historical and live data from multiple sources in a variety of data formats.
Develop your strategy with simplicity of Python and performance of C++.
Massively scale your computations in the cloud and distribute them across enterprise.
Develop and refine your strategies and fill-models with our framework tools.
Benefit from wide support of instruments, markets and currencies.
Backtest, debug, monitor and validate your strategies.
Use everything you need to take your strategy into production quickly.
Included adapters from major market data providers, custom connectivity is available as well.
FIX sessions certified with major US brokers.
Low-latency adapters for market data feed and order entry handlers from major vendors, such as Bloomberg and Refinitiv.
Implementation of low-latency connectivity for market feed handler, order entry session or vendor or proprietary OMS of your choice at no extra cost.
Integration with your risk management server at no additional cost.
On-demand implementation of custom data connectivity
High-performance tools and plug-ins to give your quantitative trading business the competitive edge to keep you at the top.
Real-time adjustable order entry risk checks in full compliance with SEC Rule 15C3-5
Multi-currency support with live currency exchange updates.
Customizable IOC and Limit order fill models.
Сompliant short sale marking with integrated locates tracking, validation and real-time adjustment.
On-demand implementation of custom data connectivity
Seamless Prometheus and Graphite integration for performance and strategy monitoring.
Elasticsearch integration for real-time logging of events.
Integration with Kafka for data consumption and distribution.
Built-in kill-switch and other operations controls.
Years of industry experience and accrued knowledge at your disposal whenever you need it.
Expert Support (CTO/Trading Technologists/Senior Engineers/ Business Analysts/Integration Specialists).
Extensive knowledge of various trading setups and configurations.
Core component development at no additional cost.
Development of customer-specific components and adapters.
Quick issue response (Slack, Symphony or Telegram).
Assist in recruitment and training of employees or outsourced staff.
Free quantitative trading tools and materials to develop skills that seamlessly transfer to our Enterprise framework
Input, normalize and output historical and live data from multiple sources in a variety of data formats.
Consume standard data formats such as CSV, MessagePack and Pandas with ease.
Integrate custom historic and live data sources such as Parque, Bloomberg B-PIPE, Refinitiv Elektron and others using our generic Python API.
Benefit from the simplicity of Python without sacrificing C++ performance thanks to our ahead-of-time compilation technology.
Build up your features, alpha and signals using our comprehensive library of time series operators.
Deploy and scale parallel strategy simulations into the cloud.
Reduce instance requirements by consuming and writing simulation data from and to AWS S3.
Aggregate trade and order information for accounts and entities.
Benefit from wide support of instruments, markets and currencies.
Add custom operators in Python, C and C++.
Write your logs to a file and forward them to a database in real time by setting up multiple back-ends for your strategy logs.
Monitor performance and other strategy statistics with our built-in monitoring capabilities.
Utilize our drop-copy server to monitor your trading.
Test your strategy in real time by utilizing our market data replay and mock venue tools.
Write custom risk checks using Python or C++ API.
Consume real-time market data using the framework-provided transactional bus API or various market adapters.
Utilize our FIX session to connect to various brokers and exchanges.
Deploy our OMS server to connect multiple strategies on a single venue session.
Deploy and distribute trading strategies and share trade and order information across them using our transactional message bus.