dxLink
Overview
dxLink is the next-generation market data distribution solution from dxFeed, specifically designed to address the challenges of delivering real-time financial data to diverse clients—even when they are on slow connections or using mobile devices. The system implements advanced algorithms to handle network backpressure, ensuring clients always receive the most relevant market data.
Developer Resources
Key Benefits
Unmatched Performance
Achieves millisecond processing latencies with seamless failover and recovery, ensuring uninterrupted data delivery.
Developer-Friendly Ecosystem
Provides client libraries (JS/TS, Java, C#, C++, Swift, Kotlin/KMP), interactive docs, sample apps, and a sandbox for fast onboarding.
Unified Access & Entitlements
dxLink provides a managed B2B2C subscription platform with token generation and exchange-compliant reporting.
Scripting engine
Enables real-time analytics (e.g., RSI, Bollinger Bands) on-node, reducing downstream processing and enhancing insights.
Simplified Integration
Provides a unified API and standardized protocols, reducing complexity and ensuring interoperability across dxFeed services.
Scalability & Reliability
Efficiently handles massive scale while ensuring consistent data integrity across a wide range of client environments.
Common Market Data Challenges Solved by dxLink
Traditional market data systems often struggle with:
Mobile clients with intermittent connectivity
Bandwidth-constrained environments
Clients with varying processing capabilities
Maintaining data consistency across all clients
dxLink solves these challenges through its intelligent data distribution architecture that prioritizes data freshness while respecting client capabilities.
Advantages of dxLink IaaS Capabilities
The cloud-native IaaS architecture of dxLink ensures scalability, reliability, and flexibility, offering significant advantages for market data delivery:
Predictive Autoscaling
Analyzes real-time and historical load patterns to dynamically scale resources, ensuring reliable handling of millions of connections and billions of messages per day, while maintaining millisecond-level latency.
Flexible Deployment Models
Supports cloud-native deployments on AWS, OCI, and GCP, on-premises installations for ultra-low latency, and a global distribution network to ensure fast, reliable access across regions.
Intelligent Load Balancing
Dynamically distributes traffic across server instances, mitigating “noisy neighbor” scenarios and ensuring equitable performance for all clients, regardless of connection type.
Comprehensive Observability
Features real-time dashboards, client-specific metrics, and automated alerts using Prometheus, Victoria Metrics, Loki, and Grafana, enabling proactive monitoring and rapid issue resolution.
Enterprise-Grade Security
Implements TLS 1.3 encryption, fine-grained access control per instrument and event type, rate limiting, DDoS protection, and comprehensive audit logging for robust data protection.
Efficient Resource Provisioning
Continuously optimizes resource allocation in real-time to sustain high performance during peak demand, enhance system efficiency, and significantly reduce operational and infrastructure costs.
Architecture
Core architecture principles
dxLink represents a significant advancement in market data distribution technology, particularly for challenging network environments.
dxLink uses sophisticated algorithms to:
- Monitor client consumption rates in real-time
- Automatically adjust data delivery based on client capabilities
- Maintain data consistency across all delivery modes
The system features a state-of-the-art conflation mechanism that:
- Identifies and removes redundant tick data
- Preserves the most recent and relevant market updates
- Maintains data integrity during high volatility periods
- Ensures clients always receive the most current snapshot when they’re ready
dxLink utilizes balancing mechanisms that:
- Dynamically distribute load across server instances
- Ensure equitable service quality for all connected clients
- Automatically detect and mitigate “noisy neighbor” scenarios
- Provide consistent latency profiles regardless of connection type
Advanced resource provisioning
The platform includes predictive scaling capabilities that:
Analyze historical load patterns to anticipate demand
Automatically scale resources ahead of expected spikes
Optimize resource allocation based on real-time usage
Maintain reliable performance during unexpected events
Performance
The system is engineered to handle:
Millions
of concurrent connections
Millisecond
processing latencies
Billions
of messages per day
Zero
data loss failover and recovery
Protocol design
Key features of our WebSocket implementation:
- JSON-based payloads for easy integration
- Standardized message formats for consistency
- Optimized for B2C scenarios with ready-made API clients
- Efficient binary alternatives are available for high-volume use cases
Deployment options
dxLink supports flexible deployment models:
- Cloud-native deployment across major providers
- On-premises installations for low-latency requirements
- Hybrid configurations combining both approaches
- Global distribution network for reduced latency worldwide
