technology
Integration / Interfaces

The Charles River Investment Management System (Charles River IMS) offers an Open Integration Framework, which provides modern alternatives for integration with third-party and legacy systems. Tools for rapid integration include:

  • APIs for pre-trade and post-execution compliance, security and order creation, etc.
  • Web services access to the core application (SOAP over HTTPS / HTTP) allows for easy integration with other applications
  • Messaging services including IBM WebSphere® MQ, TIBCO Rendezvous™, Microsoft Message Queuing, SonicMQ® interfaces

In addition, Charles River has certified systems interoperability with a wide variety of accounting systems, data warehouses, market datafeeds, FIX networks and more. In each instance, Charles River works with the vendor to provide appropriate levels of system communication, ongoing maintenance, and support. In addition to the data / analytic, electronic trading, and post-execution interfaces listed below, clients have built numerous additional interfaces (not listed).

Data / Analytic Interfaces

Analytics

• Lehman Brothers / Lehman Live equity analytics
• Jefferies / Quantitative Execution Strategies (QES)
• Reuters
• The Yield Book Inc.

Data

• FT Interactive TurboFeed
• Price Import RTP Interface
• Markit Group Limited
• Reuters Triarch / SSL
• Reuters Bridge Station
• SIAC
• Telemet America, Inc.
• Thomson ONE / ILX
• Thomson GlobalTOPIC


Electronic Trading Interfaces

Algorithmic Trading

• Algorithmic Trading Management, LLC (US)
• Bank of America Securities LLC (US)
• Barclay’s Capital (Global)
• BlocSec (Coming Soon)
• BNP Paribas (EU, UK)
• BNY ConvergEx (Global)
• CAPIS (US)
• CA Cheuvreux (GLOBAL)
• CIBC World Markets (US, CAN)
• Citigroup (GLOBAL)
• CLSA Limited (GLOBAL)
• Credit Suisse (GLOBAL)
• Deutsche Bank (GLOBAL)
• Fidelity Capital Markets (US)
• Goldman Sachs (GLOBAL)
• Instinet (GLOBAL)
• Investec (ZA)
• ITG Inc. (GLOBAL)
• Jefferies & Company (US)
• JP Morgan (GLOBAL)
• Knight Securities (US)
• Leerink Swann & Co.  (US)
• Liquidnet (US)
• Macquarie Securities (GLOBAL)
• Merrill Lynch (GLOBAL)
• Morgan Stanley (GLOBAL)
• Nomura Securities (GLOBAL)
• NYFIX NEXAS ALGORITHMS (US)
• Piper Jaffray (US)
• Royal Bank of Canada (US)
• Royal Bank of Scotland (formerly ABN Amro) (EU, UK)
• Sanford Bernstein (US)
• Societe Generale (Global
• Susquehanna (US)
• Thomas Wiesel (US)
• Trade Trek (US)
• UBS(GLOBAL)
• UNX (US)
• Weeden & Co, Inc. (US)  

Alternative Trading Systems (ATS)

Block Trading:
• Liquidnet

Crossing:
• ITG POSIT

Equity:
• ITG / Channel ITG
• Pipeline Trading Systems LLC / Pipeline Alternative Trading System

Fixed Income:
• MarketAxess
• TradeWeb

Foreign Exchange (FX):
• FXall
• FXConnect

Direct FX via FIX

• Bear Stearns Forex
• Goldman Sachs
• UBS

Direct Market Access (DMA)

• BNY Brokerage / SonicPort
• Capital Institutional Services
• Cantor Fitzgerald / eSpeed
• FutureTrade
• Goldman Sachs / REDIPlus
• ITG Triton
• Instinet Portal
• Lava Trading / Colorbook
• Neovest
• NeoNet
• State Street / Lattice
• WAVE Securities / Real Tick

Equity ECNs

• Archipelago Exchange (ArcaEx)
• Bloomberg Tradebook
• Instinet
• Nasdaq / BRUT ECN

Post-Execution Interfaces

Prime Broker

• CSFB
• Deutsche Bank
• Goldman Sachs
• JP Morgan Communications (MORCOM)
• Merrill Lynch
• Morgan Stanley
• UBS

Post-Trade Processing

Charles River supplies standard file formats (flat files or XML) as well as a library of exports formats and these additional interfaces:

FIX 4.2 / 4.4 allocations with TradeWeb, MarketAxess, FX venues, and equity brokers

• Omgeo - OASYSSM
• Omgeo - OASYS Fixed IncomeSM
• Omgeo - OASYS/TradeMatchSM
• Omgeo - TradeSuiteSM
• Omgeo - OASYS GlobalSM
• Omgeo - CTMSM
• ISO 15022
• Fixed Income Clearing Corporation (MBS Electronic Pool Notification)
• DTCC Deriv/SERV
• MarkitWire (formerly SwapsWire)

 


Accounting Systems

• Advent Axys
• Checkfree Security APL
• DST GPS
• DST InfoQuest
• Eagle STAR
• FIN
• FMC Pacer
• IBS VPM
• IDS GIM 2
• Metavante
• Princeton PAM
• Thomson PORTIA

Custodians

• State Street Bank (SSB) Horizon
• CIBC Mellon
• Northern Trust
• Bank of New York
• And others via ISO 15022

Data Warehouse

• Eagle Investment Systems PACE

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