Connectivity

GATElab's marketpath provides robust and scalable connectivity to exchanges, multilateral trading facilities (MTFs), brokers, data vendors, external position keeping systems and back-office platforms.

marketpath distributes incoming private and public data, while simultaneously executing outgoing requests. With high performance and a scalable environment, accessible through its unique API, it provides end-users with complete transparency by hiding protocol, behaviour and data layouts of each specific exchange as well as all other handled types of destination.

Thanks to “G”, an internally developed vertical language, GATElab can easily build new standardised market gateways and implement sophisticated tailored throttling mechanisms to best adapt end-users’ requested throughputs to the specific market behaviour.

A new gateway is composed of:

  • a JIT compiler, which runs a gateway skeleton written in “G”; this skeleton implements the GATElab internal “Decalogue” for managing fault/load and providing basic functionalities such as data flow handling and caching amongst others
  • a DLL written in C++, which wraps protocol or API provided by the market

Available Connectivity Gateways

 

MARKETPATH FEATURES

  • Fully scalable high performance environment
  • Unique API to connect to all available markets
  • Fault detection and handling plus load balancing architecture
  • Splitting of each end-user flow (prices, orders, trades) across all available physical and logical exchange connections
  • Handling of requested end-user flow priority per instrument, instrument type and market
  • Configurable throttling mechanism for each market gateway
  • Quick implementation of new gateways through "G” proprietary vertical language