Matching Engine

SimEx is a high capacity/low latency matching engine -- the software core of electronic market place. It implements fast price-time priority order matching algorithm,industry standard FIX-based interfaces for order management, inside market and market depth distribution facility, and RDBMS-based order history storage. SimEx is written in C++. It runs on Linux and Windows. We can port it to any major UNIX platform by request. SimEx supports MS SQL Server, mySQL, Oracle and Sybase RDBMS.

SimEx Features

• Market, Limit, Stop-Loss, and Stop-Limit Orders; one-cancel-the-other and if-done combinations;
• Configurable set of instruments (equities, futures, options, forex);
• FIX-based interfaces for order management;
• FIX-based interfaces for market data subscriptions and publishing (full md snapshot, incremental updates);
• Administrative HTML and command line interfaces, which provide trader session statistic, trader activity, order book, fills and market depth views;
• Seamless integration with Order Router and Market Data Feeder;
• Market Simulation facility.