A configurable framework that allows data to be transferred from one platform to another in real-time.

The Challenge

In an environment where multiple platforms exist, it can be difficult to get data from one platform to another.

The Solution

With a broad range of interfaces available and a roadmap of many more, MDX offers a configurable framework that allows data that resides in a spreadsheet or an application to subscribe from one platform and publish to another in real-time.

Desktop Excel Add-in

  • High performance Excel add-in for subscribing and publishing real-time market data on one or many market data platforms.
  • Single set of functions to access all supported interfaces.
  • “Version aware” add-in for all supported versions of Microsoft Excel (32 and 64-bit).
  • Field mapping to enable use of normalised field names across multiple platforms.
  • Specific dedicated functions for publishing records and pages.
  • Support for subscription to both level 1 and level 2 (aggregated and full order book) data.
  • Function emulation capabilities allow the use of existing spreadsheets without modification, simplifying migration of spreadsheets to new market data platforms, and allow users to work with familiar functions.
  • Dedicated VBA functions for subscribing and publishing data.
  • Unique sharing function, allowing spreadsheet content (including functions) to be shared very easily in real-time between groups of users.

Desktop & Server API

  • Simple and straightforward programmatic interface to all MDXT Connect functionality.
  • Consistent, platform-agnostic API used for all supported interfaces.
  • Available for R, C++ and .NET (C#, Visual Basic, etc.), with a Python interface planned.
  • Available for Windows or Linux.
  • Shortened development timescales, allowing developers to focus on their application’s ‘value add’ to the business rather than the data ‘plumbing’ and resulting in reduced development costs.
  • Shorter learning curve for new developers; they only need to learn the Connect API in order to access data from multiple source platforms, resulting in reduced training costs
  • Shortened ‘time-to-market’ for new client applications, allowing developers to respond to business demands more effectively
  • Changes to source platform APIs (e.g. TR RFA) require no changes to Connect client applications, reducing ongoing maintenance costs for in-house desktop applications

Supported Interfaces

  • ACTIV Financial – ACTIV Content Platform
  • Bloomberg – Desktop API
  • Bloomberg – Platform (Managed B-PIPE)
  • Bloomberg – MPF Contribution
  • DataGenic
  • Exegy – Appliance
  • Generic Third Party Interface (using TCP/IP)
  • Linux Foundation – OpenMAMA
  • MDXT – Playback (test/demo provider)
  • MDXT – Shared Cache (Cache Server)
  • MDXT – Simulator (test/demo provider)
  • Solace – Appliance
  • Solace – Appliance (Google Protocol Buffer payload)
  • SunGard – MarketMap (InfoLink TPI)
  • TR RFA – RMDS/TREP Marketfeed or TIB/RV (SASS3)*
  • TIBCO – TIB Rendezvous (Google Protocol Buffer payload)
  • TIBCO – TIB Rendezvous (native RV messages)
  • TIBCO – TIB Rendezvous SASS 2
  • Vela TT (Wombat) – MAMA

Planned Interfaces

  • CQG
  • Factset
  • Fidessa
  • FIX
  • IDC
  • Ion MarketView
  • Informatica/LBM
  • JiJi
  • JMS
  • Lightstreamer
  • Morningstar
  • OpenLink CubeIntelligence
  • OpenLink Endur/Findur
  • Platts
  • Quick
  • S&P Cap IQ
  • SIX
  • SuperDerivatives
  • Trayport
  • Xignite

More Information