IMC API
Ingalys Market Connectivity is a Java
API that abstracts out the connection to an exchange. It can be used
to develop trading applications ranging from simple to the most
advanced.
Its principal features are:
connection and session management
data master
transaction management
orders
quotes
quote requests
block trading, trade reporting, ...
subscription to market data
summary
market depth
quote requests
news messages
The documentation is available on request .
Benefits
of IMC:
Simplicity:
trading applications can be written in minutes
Compatibility:
IMC is compatible with dozens of exchanges
Performance:
IMC and its drivers are optimized so that only the network and the
exchange can limit the performance of the system
Extensibility:
the application can benefit from all available front-office services
without changing a line of code