Overview

RTUD (Real Time Ultra Direct), is an in-process feed handler software library providing ultra low-latency access to market data. Real-Time – Ultra Direct feed handlers removes the difficult and costly work of sourcing and processing real-time market data across asset classes globally. With included libraries to power an array of applications, Real-Time – Ultra Direct offers a suite of easy-to-use tools for capture, normalisation and book-building – and you’ll benefit from our deep understanding of the market data space, global coverage and broad expertise in market data processing.

RTUD allows users to work with unified and consistent data formats & normalizations, enabling efficient processing & analysis across multiple venues. It provides a flexible and customable setup for market participants to process and utilize real-time & historical market data effectively.

Key Features

• Runs on standard hardware, simplifying change management and reducing TCO –
• Single high-performance software solution to process real-time and historical market data including our historical PCAP data repository, Refinitiv Tick History – PCAP –
• Support for kernel bypass NICs such as Solarflare, Exanic, Mellanox and Myricom. Direct integration with Solarflare EFVI for enhanced performance
• Access to normalised as well as raw exchange-native messages
• Always current – timely delivery of software updates for exchange-mandated updates – Real-Time – Ultra Direct’s robust A/B arbitration mechanism and support for exchange’s native recovery mechanisms (snapshot and retransmission) provide the correct state of the market to users with resiliency.
• Monitors data received over network and feed handler performance to detect gaps, ensuring lossless data .
• Tools to capture real-time data in PCAP format with nanosecond precision and replay the PCAP data for historical processing and back-testing