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Featuremine framework for algorithmic trading lets you quickly develop your strategy and bring it to profitability in the shortest time possible. Utilize the simplicity of Python and the high performance of C++, the best technical support and our extensive components library.

Rapid Strategy
Development

Comprehensive
Component Library

Expert Guidance
and Support

Simplicity of Python
with C++ performance

Framework

Rapid development of your strategy

Develop your strategy quickly with our framework for algorithmic trading with the benefit of Python API for rapid prototyping while enjoying C++ performance.

Data

Input, normalize and output historical and live data from multiple sources in a variety of data formats.

Strategy

Develop your strategy with simplicity of Python and performance of C++.

Scale and distribute

Massively scale your computations in the cloud and distribute them across enterprise.

Refine

Develop and refine your strategies and fill-models with our framework tools.

Trade anything

Benefit from wide support of instruments, markets and currencies.

Test

Backtest, debug, monitor and validate your strategies.

Deploy quickly

Use everything you need to take your strategy into production quickly.

Connectivity

Every venue and data source free of charge

Included adapters from major market data providers, custom connectivity is available as well.

Fix

FIX sessions certified with major US brokers.

Adapters

Low-latency adapters for market data feed and order entry handlers from major vendors, such as Bloomberg and Refinitiv.

Client connectors

Implementation of low-latency connectivity for market feed handler, order entry session or vendor or proprietary OMS of your choice at no extra cost.

Integration

Integration with your risk management server at no additional cost.

Custom connectors

On-demand implementation of custom data connectivity

Components

Required functionality and compliance

High-performance tools and plug-ins to give your quantitative trading business the competitive edge to keep you at the top.

Risk controls

Real-time adjustable order entry risk checks in full compliance with SEC Rule 15C3-5

Broad coverage
of currency instruments

Multi-currency support with live currency exchange updates.

Execution

Customizable IOC and Limit order fill models.

Short sale marking

Сompliant short sale marking with integrated locates tracking, validation and real-time adjustment.

Custom sources

On-demand implementation of custom data connectivity

Monitor

Seamless Prometheus and Graphite integration for performance and strategy monitoring.

Elasticsearch

Elasticsearch integration for real-time logging of events.

Kafka

Integration with Kafka for data consumption and distribution.

Full control

Built-in kill-switch and other operations controls.

Support

Deep subject matter
and technical
knowledge

Years of industry experience and accrued knowledge
at your disposal whenever you need it.

Support

Deep subject matter and technical knowledge

Years of industry experience and accrued knowledge at your disposal whenever you need it.

Experts

Expert Support (CTO/Trading Technologists/Senior Engineers/ Business Analysts/Integration Specialists).

Experience

Extensive knowledge of various trading setups and configurations.

No Cost

Core component development at no additional cost.

Custom Support

Development of customer-specific components and adapters.

Fast

Quick issue response (Slack, Symphony or Telegram).

Hiring

Assist in recruitment and training of employees or outsourced staff.

Discovery

Everything you need to train your staff

Free quantitative trading tools and materials to develop skills that seamlessly transfer to our Enterprise framework

Coming soon

Framework features

Data

Any source or
adapter you need

Input, normalize and output historical and live data from multiple sources in a variety of data formats.

Standard Data

Consume standard data formats such as CSV, MessagePack and Pandas with ease.

Custom sources

Integrate custom historic and live data sources such as Parque, Bloomberg B-PIPE, Refinitiv Elektron and others using our generic Python API.

Real time updates

Use our high-performance transactional message bus to consume real-time data.

Custom adapters

Implement your own custom high-performance data adapters in C/C++ using our API.

Cloud ready

Scale easily by reading and writing data to and from AWS S3.

Visualization

Speed up data processing by normalizing it to a standard frame representation.

Reporting

Output CSV, MessagePack and Pandas data frames using our Python API.

Strategy

Ease of implementation without sacrificing performance

Develop your strategy with simplicity of Python without sacrificing C++ performance.

Simplicity and high performance

Benefit from the simplicity of Python without sacrificing C++ performance thanks to our ahead-of-time compilation technology.

Comprehensive library

Build up your features, alpha and signals using our comprehensive library of time series operators.

Customized libraries

Create libraries of features and alphas as reusable Python modules.

Consolidated
environment

Deploy your features and alphas in simulation and production without porting or rewriting.

Order book

Build a book and process order book updates with our high-performance operators accessible through a Python API.

Features and extensions

Build high-performance features based on order book and order book updates using our Python API.

Entire cycle availability

Make high-performance features, signals and triggers available in the strategy using Python API.

Fill model integration

Integrate features, signals and triggers from the computational framework into a fill model using Python or C++.

Update callbacks

Set up trigger and feature update callbacks in your strategy using Python or C++ API.

Fast prototyping

Prototype quickly using our Python interface without increasing runtimes thanks to the high-performance C++ implementation of our execution platform.

Fast execution

Achieve tenths of microseconds tick-to-trade in Python by combining high-performance triggers created using our computational frameworkand our order management API.

Optimization

Begin by implementing your strategy in Python, then migrate parts of your strategy to C++ for better performance.

Scale and distribute

Run the platform in the cloud without using a server

Massively scale your computations in the cloud and distribute them across enterprise.

Deploy to cloud

Generate and consume terabytes of historical data by deploying and scaling our framework to the cloud.

Serverless deployment

Run millions of jobs at a time utilizing our framework tools for serverless deployment.

Broadcast

Compute features or signals on a server and publish them to remote strategy and trading instances in real time.

Parallel simulations

Deploy and scale parallel strategy simulations into the cloud.

S3 compatible

Reduce instance requirements by consuming and writing simulation data from and to AWS S3.

Flexible simulations

Simulate strategy easily with dedicated API for multi-day, inter-day and intra-day simulations.

Refine

Take you strategy to another level of performance

Develop and refine your strategies and fill-models with our framework tools.

Strategy implementation

Develop strategies using Python or C++ interface.

Order management

Manage outstanding orders using Python or C++ API.

Trade data

Query account position and order information using Python or C++ API.

Data aggregation

Aggregate trade and order information for accounts and entities.

Fill models

Use our off-the-shelf fill models, or implement your custom fill-models in Python or C++.

Customizable short
sale marking

Use the provided short sale marking with integrated locates tracking and validation, or customize it to suit your strategy.

Risk checks

Simulate your strategy with risk checks enforced.

Replay

Match your fill model against real venue behavior by replaying production data.

Parameter grid

Parameterize your strategy and fill-model using parameter grid simulations.

A/B Testing

Evolve your strategy using our A/B testing tools.

Trade anything

Equities, Futures, FX, Crypto

Benefit from wide support of instruments, markets and currencies.

Multi currency

Utilize live currency exchange updates in your multi-currency trading portfolio

Multiple instruments
and markets

Trade a wide range of supported instrument types and markets.

Test

Keep your strategies under your control

Backtest, debug, monitor and validate your strategies.

Custom operators

Add custom operators in Python, C and C++.

Introspect

Visualize and debug your computational graph easily using our introspection tools.

Validation

Run cross-validation checks between your risk monitoring server and the trading platform’s risk management modules.

Logging

Write your logs to a file and forward them to a database in real time by setting up multiple back-ends for your strategy logs.

Monitoring

Monitor performance and other strategy statistics with our built-in monitoring capabilities.

Drop-copy

Utilize our drop-copy server to monitor your trading.

Risk checks

Deploy multiple risk checks to your strategy and/or OMS.

Flexible controls

Adjust risk check parameters in real time.

Deploy quickly

The fastest route to deployment

Use everything you need to take your strategy into production quickly.

No rewriting required

Deploy your simulated strategy into production without modifications.

Real time testing

Test your strategy in real time by utilizing our market data replay and mock venue tools.

Customized risk checks

Write custom risk checks using Python or C++ API.

Data consumption

Consume real-time market data using the framework-provided transactional bus API or various market adapters.

FIX

Utilize our FIX session to connect to various brokers and exchanges.

Parallel execution

Deploy our OMS server to connect multiple strategies on a single venue session.

Recoverability

Benefit from full recoverability of our FIX sessions and OMS

Transactional
message bus

Deploy and distribute trading strategies and share trade and order information across them using our transactional message bus.

Data distribution

Deploy redundant market data servers and distribute market data to your strategy instances.

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