Aleri


The vendor says:


Market data consolidation (inc. consolidated full depth order books), cleansing and enrichment with ability to implement custom rules. (more)

Aleri’s Market Liquidity Analysis engine provides a real-time low latency stream of consolidated quotes and full-depth order books across a chosen set of venues, using any combination of direct and consolidated feeds. High level authoring tools that are part of the Aleri CEP toolset make it easy to implement custom cleansing/filtering rules and to enrich data with computed fields or by combining data from multiple sources. See:

http://www.aleri.com/products/aleri-market-liquidity-analysis
http://www.aleri.com/solutions/capital-markets/market-data-enrichment

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