dxFeed Multidimensional Aggregation Service (ORCS)

Data services

Real-time and Delayed Data Service Historical Data Services Market Replay Aggregated Data Services

ORCS: Multidimensional Aggregation Service

Overview

Get a comprehensive overview of the historical evolution of an order book with our ORCS multidimensional aggregation service. ORCS delivers information about order book changes throughout a specified period, minimizing transferred volume by aggregating data.

Why use ORCS

ORCS compresses data while maintaining a sufficient level of granularity.

Generally speaking, order data for a particular symbol can take up to 500MB; ORCS decreases the volume of delivered granular data by up to 25 times.

Quick access to granular data enables brokers to offer traders highly demanded features. With the ability to monitor the market’s evolution over time, traders can gain more detailed information and make better trading decisions.

Application and use cases

ORCS speeds up trading terminal and viewer operations.
We store data that allow users to build various indicators. We can build market profile indicators that show non-executed volume inside each price level.
Build a heatmap and read liquidity like a map. ORCS data displays the historical limit order book (historical liquidity). With the heatmap, quickly understand which price levels are trusted by the market and rapidly react to sentiment changes.