Yuri Software QP Server

QP Server offers three groups of API's.

Snap Quotes API

Delivers real time or delayed "snap" quotes, i.e. the current quote data at the time of the request, including fundamental data.

• Instruments
  Equities, options, mutual funds, money market funds, indices, commodities (futures and options), international equities and options, FOREX.

• Regionals
  Separate quotes from regional exchanges and BBO data for US equities. Separate quotes from the individual OPRA exchanges for US options.

• Level 2 Snapshots
  Level 2 snapshot quotes sorted by bid or ask.

• Options
  Option chains, fully qualified option names, Open Interest data.

• VWAP Calculations
  Volume Weighted Average Prices (VWAP) are calculated dynamically as trades occur on each security. Gauge your trading performance by comparing your executions with our VWAP numbers.

• High Performance
  5,000 snap quotes per second output from a single mid-range server. You can easily do real time pricing on whole portfolios -- portfolio mark to market.

• Scalability
  Unlimited number of simultaneous client connections on both snap and streaming quotes. Ideal for multi-user environments such as Web.

• Cross-Platform Client Interfaces
  TCP/IP client interfaces, compatible with any TCP/IP platform: UNIX, LINUX, mainframes. COM interfaces are available for COM platforms.

• Decimal/Fractional
  All quotes are presented in the original format of the security as traded on the corresponding exchange -- fractional or decimal.

Streaming Quotes API

Dynamically updated streaming quotes suitable for delivery over the local area network or the Internet.

• Instruments
  All QP Snap Server instruments (see above) are supported in streaming mode.

• Regionals
  Regional data is provided for US equities and options.

• Level 2
  Level 2 streaming quotes.

• Scalability
  Easily scales to support client bases of any size.

• Internet delivery
  Very low bandwidth consumption. A 28.8K modem connection is sufficient for a fully featured streaming quote display, yet leaves enough bandwidth to perform other Internet tasks.

• Cross-platform client interfaces
  TCP/IP client interfaces, compatible with any TCP/IP platform: UNIX, Windows, Macintosh. Use our client applications and components, or build your own.

• DDE Link
  Place dynamically updated data into Excel via live DDE links.

Historical Data API

Offers historical data, both intraday and end-of-day.

• Instruments
  All QP Snap Server instruments (see above) are supported.

• Tick-By-Tick, Aggregation, and End-of-Day Data
  The data can be retrieved as individual ticks, 1-minute or 5-minute aggregation data, end of day data, as well as a week and month aggregation.

• Time slice VWAP
  VWAP numbers in historical data for calculating VWAP on custom time slices.

• Regionals
  Regional data is provided for US equities and options at the tick level.

• Stock Splits and Dividends
  The history of stock splits and dividends can be queried.

• Split Adjustments
  Automated stock price adjustment for splits. Automated tracking of symbol changes.

QP Charting Engine

Works in conjunction with QP Historical Data Server to produce on-the-fly historical price charts. Suitable for use in the server environment for building charts on the Web.

• Custom Appearance
  Use your own layouts and color schemes, place your own logos and copyrights on the charts.

• Charting Features
  Multiple stocks and/or indices. Stock splits and dividends. Moving averages.

Contact us for more information on the QP family of servers.