Market depth and sentiment
Most feeds send a bid and an ask, but traders expect a depth of market. XiroLink builds one around your own marked-up prices, per asset class, so your web terminal, app and FIX clients can show an order book, sizes and sentiment.
What you get
Add an order book, sizes and buy/sell sentiment to prices that carry only a bid and ask, per asset class, for your web terminals, apps and FIX clients.
Per asset class: off, top of book volume only, or 5 or 10 levels
Size profiles from tight to institutional, or your own lots per level
Levels laid around each taker's own marked-up bid and ask, with automatic or fixed steps
One book per tick, so every client sees the same sizes
Buy/sell sentiment for web terminals, moving with the market
Sent to FIX, WebSocket and TCP takers; preview it live before saving
Included in every plan
Depth that matches your prices
The book is built around the price each taker already receives, after its markup, so the top level always matches the quote on screen. Sizes move a little with every tick, so the book looks alive without jumping.
Clear about where it comes from
Depth and sentiment are generated by your bridge for feeds that carry only a price. They are a display for your platforms, not liquidity from your LPs, and you choose where to show them.
More of the bridge
Makers and takers
Connect LPs and platforms over FIX, TCP, WebSocket and market data feeds, from your own fixed IP.
Learn morePrice engine
Aggregate several LPs into one clean feed, with failover, stale price alerts and a live price path.
Learn moreSymbol mapping
One universal symbol list, filled from a built-in library in one click.
Learn moreSee XiroLink on your own feed
We connect a demo bridge to simulated or real LP prices and walk you through it, then set up your own with you.