Market Data Vendors

For market data vendors, who typically need to offer an Excel interface as part of a broader solution, MDX offers expertise in vendor API integration and “best of breed” solutions for Excel.

The Challenge

In an environment where there is often limited development bandwidth available, it may be prudent for Market Data Vendors to “buy” rather than “build” specialist features like an interface to Microsoft Excel to supplement/complete their broader solution offering.

The Solution

With a proven track record, MDX offers expertise in vendor API integration and “best of breed” solutions for Excel.

Features & Benefits

  • Development team is highly skilled and experienced in vendor API integration.
  • High performance Excel add-in for subscribing and publishing real-time market data.
  • Single set of functions to access 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 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.

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

More Information