Special Terms Order Book for Reuters

The system reads the TSX CL2 and TL2 feeds and maintains an order book in real time for all symbols and markets (Boardlot, Oddlot and Terms) propagated on the feeds.

Via a web interface the system provides static, real time order book snapshots. Each symbol request from a web browser results in the current order book being transmitted to the web client.

The system provides order by price and order by order number views of the order book. As well, the market by order view provides a trade history for each order. Iceberg orders (currently traded volume exceeds initial volume) are also detected and marked.

The system runs in a hot standby 2 server configuration. The TSX feeds, and hardware are replicated on each server and either server can provide full service.