Trading Application (DMA) for HK Stock Exchange Market.

A Hong Kong base equities trading firm wanted to build an in-house broker supplied system with algorithmic trading function to trade directly on Hong Kong Stock Exchange.

Features Low Latency Direct Market Access (DMA) Broker System(BSS) Real Time Market Data (OMDC)

The client did not have their own IT team to deliver such a complicated project. They need a strong external vendor to achieve their business goal. By leveraging our experience in investment banks with electronic trading, connectivity knowledge and dealings with global exchanges, we are confident to take on the project.


  • Build a certified BSS and a realtime market data application by going through full-scale testing from HKEX
  • Build an algorithmic trading application connecting to the BSS.
  • Both hardware and software needs latency optimization
  • Design an application infrastructure that is certified by HKEX and eligible to host in HKEX data center and connect to HKEX Server Network (HSN)


  • HKEX data connections has a cost per month, even for testing. It needs good project management to go-Live as soon as possible when HKEX starts to charging.
  • Building a low latency and multi-threading application is technically challenging itself.
  • Design a low latency application infrastructure.


We implemented the low-latency application infrastructure into HKEX data center successfully, and we also built the BSS and realtime market data applications which is certified by HKEX strict technical requirements.

A great experience on working out a trading system from 0 to 1. Starting from buying the low latency switches, high frequency servers, setting up a HKEX Test environment in client office to understanding the HKEX application specification, going through hundreds HKEX test case , designing and coding the applications out that is certified by HKEX. It requires board IT knowledge including hardware, server, network ,programming and unit testing. We are happy we can complete it successfully.

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