If you have a custom automated trading solution or other application including DDE Excel - linked solutions you've developed, we can link your application to our high speed, robust ANVIL platform, via the ANVIL Application Programming Interface ("API"). Additionally, we have developed support for .net wrappers as well, which generally require less processing resources and less familiarity with underlying embedded system code. Please contact the Assent Trade Support Desk for additional details, including the API specifications you will need.
Please understand that you'll need to undertake the programming efforts required in order to establish an API. We'll help where we can, by answering some technical questions, or clarifying some questions for you, but it's very important to keep in mind that the ultimate development of the programs is your undertaking, and in some cases, substantial efforts can be involved. Please note that all instances of automated trading applications are subject to all applicable rules, regulations and Assent operating policies.
The ANVIL API
The ANVIL API is a set of functions and C++ classes that can be used to program your own trading strategy. The ANVIL API is encapsulated in a dynamic linked library (DLL) that connects to our infrastructure. Within the API, users are essentially programming certain "call back" functions that are triggered in response to certain market events. Our API is designed for professional traders who strive for a highly efficient algorithm - based trading solution. Using our API, you'll have access to price feeds, and the ANVIL order entry and order management features without the need for your own dedicated server and without the higher overhead costs of maintaining a FIX based system.
We have many years of experience serving automated trading groups and know what factors matter most. Since execution speed and minimal latencies are such important considerations, we have invested in a state of the art infrastructure, featuring the latest high power Dell Blade servers, Cisco routers, dedicated firewalls and huge, redundant internet pipes supplied by various telecom providers to minimize disruptions and line failures.
Many of our automated trading relationships place a premium on locating their equipment as close as possible to our data center facilities, and as such, we provide world - class "hosting services" to such automated trading groups. In hosting your equipment, you'll receive your market data and order executions as fast as technically possible. We subscribe to all of the relevant data feeds, and have multi-casting capabilities to distribute huge amounts of data in an efficient, expeditious manner. Our connections to market data providers are fully redundant as are our connections to SIAC, which enables us to provide you with incredibly fast execution confirmations.
The ANVIL API incorporates various provisions which are geared towards always ensuring that your orders are handled in a manner that complies with applicable trading rules and compliance requirements. There are several configurable risk management safeguards that can help you prevent catastrophic automated trading. You'll be able to set adjustable controls that limit position sizes, buying power, order sizes and the outstanding orders your applications manages. The ANVIL API lets you control which quote books and prints you'll see, and you can filter out what you don't need.
The Assent Networking Group can work with you and your technical associates to carry out latency reviews and ping time tests, as well as discuss the server hosting arrangements that several of our customer trading groups have very successfully leveraged. These same networking experts are constantly monitoring our network performance, optimizing various components as and if needed to eliminate data packet loss and latencies.
CONTACTING US FOR API RELATED QUESTIONS
If you have any questions concerning the ANVIL API, one of our support specialists would be happy to speak with you. To expedite the timing and overall effectiveness of our support response, it is CRITICALLY IMPORTANT that your e-mail inquiry provide certain pertinent background details. So, in your e-mail to Anvil.apisupport@sungard.com please clarify the following:
- Are you currently an Assent LLC account holder or are you a prospective customer?
- If you’re an existing customer, what trader ID is your API program using to originate orders?
- Is your question pertaining to an API that is already in use or are you inquiring about an API that you’d like to use?
- Has your API program been in use at another firm? If so, it would be helpful to know on which platforms your API programs have run
- If your question pertains to an API program that is already in use at Assent, please clarify which version # of the API your programs were originally developed in
- If your question pertains to an API program that is already in use at Assent, in the troubleshooting stages, it will be extremely helpful for you to describe as many specifics as possible with respect to what issues you’re experiencing and under what conditions you first started noticing them
Although the information above is sometimes sufficient for us to diagnose your issue, and if so, we’ll promptly respond to your inquiry with troubleshooting guidance. In other instances, our development staff will need to speak with you and/or your developers. So, please be sure in your e-mail to let us know how to reach you by phone to follow up with you. Thank you.
