A C++ multi asset class strategy development platform.

Designed for efficient implementation, testing and deployment of automated trading strategies.

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END-TO-END

Strategy Studio is Lime's end-to-end software solution for developing, testing and deploying automated intraday trading strategies.

SPEED

Designed to handle high volumes of order book data with low latency.

FLEXIBILITY

Data and broker agnostic. We tie clients into the resources they need.

ABOUT STRATEGY STUDIO

THE STRATEGY
DEVELOPMENT API

The API is data feed and execution provider agnostic, allowing you to focus on the logic of your strategies. Cross asset class, cross platform.

STRATEGY
SERVERS

Lime's Strategy Servers load and run your high-frequency trading strategies and can be deployed in any data center.

STRATEGY
MANAGER

A clear user interface to monitor performance and risk management that you can use to centralize your research and production trading.

Key Features:

  • Full tick-by-tick Backtesting, Live Simulation, and Production Trading
  • Fill Simulator for back testing and live simulation
  • Flexible market data aggregation and order book building
  • Real-time performance monitoring and results tracking
  • Normalized order management
  • Customizable strategy parameters, commands and graphing

DATA VAULT

In partnership with OneMarketData, Limes offers hosted access to the OneTick database platform.

In this database, we capture market data directly from the Lime Market Data normalized feed handling solution, with data going back to June 2012 for the following feeds:

  • SIAC
  • UQDF & UTDF
  • NYSE Open Book Ultra
  • NYSE Trades
  • Nasdaq TotalView ITCH
  • ArcaBook
  • ArcaTrades
  • BATS and BYX PITCH
  • EDGA and EDGX NextGen
  • We can provide access through Strategy Studio's backtest servers, or through the full OneTick database front end and query APIs.
  • This solution provides unparalleled coverage of historical US consolidated tape and order book data within industry leading tick database technology.

CONSULTING

Strategy Studio was built to be extended and customized. In today's complicated markets, clients often need assistance with bespoke solutions, and our experienced team is available to help build trading strategies, analytical tools, and other utilities to help streamline your workflow.

PARTNERSHIPS


Lime Strategy Studio helps clients connect to many data and execution resources in the equities, options, futures and currency markets, including:


Live Data
Adapters

  • Lime Market Data
  • Activ
  • Spryware
  • Fundamental Interactions
  • LMAX
  • Hotspot
  • Currenex
  • CME
  • Selerity
  • Social Market Analytics

Historical Back Testing Readers

  • OneTick
  • TickData.com
  • Morningstar
  • LMAX
  • CME

Execution
Handlers

  • LimeFIX
  • Lime C++ Trading API
  • Nomura/Instinet NXT
  • SpeedRoute
  • BNP Paribas
  • BTIG
  • EZX
  • LMAX
  • Hotspot
  • CME
  • CTS
  • CQG

GET STARTED

(512) 391-7628

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