Configuration Redundant Matching Engine Parallel Cluster
10 Blade, 20 CPU (Intel E5-2690)
Throughput 115,000 orders per second (Equities, FX, Futures)
65,000 orders per second (Fixed Income w Calcs)
Response Time (Microseconds) Inbound Order Entry:  median: 47,  peak: 105
Order Acknowledgement:    66
Order to Book (Market Data):  72
Order Cancel: 45
Trade execution:    90
Instruments supported Equities
Equity OptionsForeign ExchangeFixed Income: US Treasuries, GILTs, Sovereign, Agency,  Mortgage (pool & TBA), Municipals
Futures
Futures Options
Interest Rate Swaps, Credit Default Swaps
Orders Supported Limit
Market
Stop Limit
Spread
Trading Protocols Exchange
Multi-Market sweepIndicative Quote with Last LookWorkup
RFQ
Order Book Presentation Full depth
Top of Book
Aggregated multi-market
Validations Flash orders
Max Orders per second per FIX Connection
Market Data Interfaces Multicast
UDP
FIX
Hardware Failover
Data Center Failover
Less than 2 seconds
Less than 30 seconds
Credit Limits 15(c)(3)(5) Compliance: Order Size, Max execution per day
Additional Features Audit Trail w/ Replay
Tick Database
Margin Calculation
Supervisor’s Workstation / Market Monitor