Вернемся к технологиям форекс, скоростям работы и его всеобщей индикативности, читаем:
FX Aggregator is a class of systems used in Forex trading to aggregate the liquidity from several liquidity providers. Aggregators usually provide two main functions:
1) They allow FX traders to compare price from different liquidity venues such as banks-global market makers or ECNs like Currenex, FXAll or HotSpotFX and to have a consolidated view of the market. 2) They allow to trade with many participants using a single API or a single trading terminal. Some of the systems support order sweeping (an order is split into the chunks which are sent to the respective counterparties based on the price, time and other attributes of the quotes from these counterparties), other systems route the whole order to a single liquidity provier who is chosen by an order routing algorithm embedded into an aggregator.
There are many aggregators offered in the market: Thomson Reuters Dealing Aggregator, FlexTrade, Quotix, Integral, Currenex, MarketFactory, EBS Direct, DealHub, FirstDerivatives DeltaFlow and others.
The news about the commercial solutions in the FX aggregation field are often published in [1]
Technology[edit]
FX Aggregator implementation is complex [2] as the technology need to be fast (Latencies in microseconds) and flexible. Some banks developed their own FX Aggregator or bought existing product from technology vendors such as the LiquidityFX Aggregation from smartTrade.[3]
источник: _http://en.wikipedia.org/wiki/FX_Aggregator
ПыСы: опять дурят нашего брата всякими микросекундами, знаем мы как в етих ECN на самом деле исполняют)).