Managed Production Environment
This section provides an overview, operational details, and frequently asked questions related to the Nanoconda managed production environment.
Overview
Nanoconda offers a fully managed, colocated production environment in which clients are provisioned with an isolated, dedicated container to deploy and run their applications.
By default, clients are granted full SSH access to their container. Clients are free to install and use any software as needed; the container operates similarly to a dedicated server environment.
Containers do not have direct access to exchange-side network interfaces. All communication with the exchange is performed exclusively through the Nanoconda API, which utilizes shared memory for ultra-low-latency messaging.
Exchange gateways are fully managed by Nanoconda. Clients are responsible only for the operation and management of their own application(s).
Process Schedule
The following processes are managed by NanoConda as part of the production environment:
Market Data Feed Handler
The feed handler consumes raw exchange market data and normalizes it into the NanoConda format, which is published via shared memory.
Exchange Order Session
Each client is provisioned with a dedicated order entry session to the exchange. These sessions remain operational during the exchange's active trading hours.
Trade log and Audit log rotation and upload
NanoConda automatically generates, rotates, and uploads required files to both the FCM and the client's SFTP destination. These files include:
- Audit Trail files
- Trade logs
- ION files
L3 Snapshot Loop
For clients that build and maintain their own order books using Level 3 (individual order) data, it is often beneficial to obtain a full snapshot of all active orders at the start of a trading session.
NanoConda provides this capability by continuously publishing a complete loop of all live orders during market HALT and CLOSE states. During these periods, no new orders are accepted by the exchange, making it straightforward to synchronize internal state with the exchange.
This feature is automatically disabled once the market transitions into the PRE-OPEN or OPEN state.
Schedule
CME
Feed handler
- Start Time: Sundays 3:00pm Central Time
- Stop Time: Fridays 4:00pm Central Time
Order Entry Gateway
- Weekly Party ID Pre-registration: Sundays 3:25pm Central Time
- Start Time: Sundays 3:29pm Central Time
- Stop Time: Fridays 4:00pm Central Time
Maintenance Window
- Monday to Thursday 4:01pm to 4:29pm Central Time.
iLink sessions are down for maintenance. Daily file rotations and uploads are processed during the Maintenance Window.
L3 Snapshot loop
Is operational whenever Feed Handler is on and market status is either CLOSE or HALT
Schedule Table
| Day | Time (CST) | Feed Handler | Order Entry | L3 Loop | Note |
|---|---|---|---|---|---|
| Sunday | 3:00 PM – 3:29 PM | Feed handler start | |||
| Sunday | 3:30 PM – 3:59 PM | iLink up — client algo start for L3 sync | |||
| Sunday | 4:00 PM → | PRE-OPEN — L3 Loop disabled | |||
| Mon–Thu | 4:01 PM – 4:29 PM | iLink Maintenance window | |||
| Mon–Thu | 4:30 PM – 4:44 PM | iLink up — client algo start for L3 sync | |||
| Mon–Thu | 4:45 PM → | PRE-OPEN — L3 Loop disabled | |||
| Friday | 4:01 PM → | Trading week ends |