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How we consistently deliver low latency software solutions

Our roots in trading have made us aware of the need for consistent speed. Earlier this year, we decided to look at what our experience taught us building low latency software solutions. Our commitment to providing reliable and dependable products has taught us to treat performance as a primary design driver, measure realistically and to cultivate mechanical sympathy. Read below to learn more about what we’ve learned along the way, and what mechanical sympathy is exactly.

Blue Trading Systems is offering a new Edge API to help beta customers extend their trading platform. Intuitive and easy to learn, our API enhances the user experience and extends market capabilities, as well as enables developers to focus on proprietary strategic initiatives.

Data is delivered as a transactional stream of typed business objects, obviating the need for error-prone parsing code. Fully functional examples of code are provided in the documentation to get developers up to speed quickly.

Edge API is integrated into a .NET reactive framework for data manipulation. Searching, filtering and grouping information is easy using a strongly typed C# interface integrated with Language Integrated Query (LINQ). Excel’s RTD functionality can be used to stream business objects from Edge API into an Excel spreadsheet in real time. All core API streaming and RPC functionality are available through the Excel interface, facilitating rapid creation of prototype user interfaces or trading algos.

Let BTS Edge API’s user-friendly interface, enhanced capabilities and real time functionality reduce your development time and cost. If you are interested in becoming a beta customer, please call us to learn more about this opportunity.

We at BTS are committed solely to delivering trading software to the Chicago-based options and futures community, with emphasis on stability, speed, and service. We work on and think only about serving your needs. Meet with us. See our system. You will see how this exclusive focus results in software excellence, knowledgeable and attentive support, and superior value.

Quality Features

The comprehensive BTS platform provides full support for commodity, rate, and index options, highly adaptable volatility controls and risk analysis, and intuitive electronic trading tasking capabilities. Our C#/C++ programming API grants simple, logical links for your proprietary calculations. Our developers’ focus on the derivatives market ensures that our customers perform with a competitive platform and we will continue to provide a powerful edge. As a small, nimble firm, we deliver new functionality more quickly than anyone.

Real Speed

Latency remains critical in today’s increasingly competitive markets. Slower systems will continue to get picked off even more over time. As former market makers, we respect speed. It has always been a design priority. Our Options Quoter benchmark results provide insight into best practices in building and measuring low latency systems, and share some lessons we learned in reducing latency. We think transparency in how we measure is as important as the numbers themselves.

Great Value and Expert Service

At Blue Trading Systems, our low latency, comprehensive trading solutions offer unmatched value. Our experienced support team is dedicated to professional, responsive, proactive assistance with our software. Our customers know they are very important to us, and we know that our success is measured solely by how well we support theirs.

Consider BTS

Have you been hesitant to look at new technology because of sunk cost? We can begin saving you money immediately; give us a call and let us show you how.

Will your current provider continue to invest resources and strive to innovate? We have seen competitors turn their attention away from this market, but we remain focused. Volatility has not been repealed, and we will be standing with you when it returns.

Click here to explore BTS Edge.

By Pedro Pinto

1 Overview

Latency remains a key concern in options trading. In today's increasingly competitive markets the penalty for slowness is steep and traders whose systems are not designed from the ground up with low latency in mind soon find themselves being picked off by faster competitors. At BTS we understand better than most the importance of speed. As former traders ourselves we have experienced first hand the impact of latency on the bottom line and for this reason we have designed our electronic trading systems from the ground up with speed as a primary concern. In this article we present the results of this effort by benchmarking our Options Quoter, available as part of the BTS Edge System. We begin by describing our benchmark methodology: what Hardware was used, how the BTS Edge system was configured and how we measured quoting latency. Next, we present and briefly discuss our benchmark results. We conclude by discussing some of the lessons we learned in our pursuit of low-latency.

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