One Platform.
Deploy It Your Way.
From entry-level backtesting to fully managed HFT colocation – Nanoconda gives every serious futures trader an institutional-grade entry point, built on kernel-bypass, microsecond-execution infrastructure.
Platform in Action
The GUI connects directly to shared memory – displaying the same market data and order state your algorithm sees, with zero processing delay.
Everything in the Platform, in Detail
The DMA Software Suite and all Managed Service tiers share the same core platform. Click any feature to expand the full specification.
Latency Has Two Enemies
To build a fast DMA platform, you need to defeat both – not just one.
1. Physics
Light travels through fiber optic cable at roughly 5 microseconds per mile. The farther your algorithm is from the CME matching engine in Aurora, Illinois, the more inescapable latency you accumulate.
Every additional network "hop" – through a router, to a separate risk server, across a datacenter – adds latency that cannot be engineered away. Physics is non-negotiable.
2. Technology
Even at the ideal physical location, software overhead can introduce hundreds of microseconds. The Linux kernel, TCP/IP stack, context switches, memory copies, and locks all eat latency one layer at a time.
Most off-the-shelf FIX engines and DMA platforms were not built for nanosecond-scale execution. They pay unnecessary overhead at every hop in the data path.
Built for Microsecond Execution
Three engineering decisions that eliminate latency at every level of the stack – from the OS to the exchange.
From packet ingress to normalized data delivery, Nanoconda operates as a fully lock-free, user-space pipeline. Leveraging Solarflare EFVI and TCPDirect, the system removes the Linux kernel from the critical path, avoiding context switches and kernel overhead throughout.
Your algorithm accesses market data and order responses directly through shared memory – the same memory region used by the gateway. No network hop, no socket layer, no serialization, and minimal IPC overhead in the critical path.
Dedicated, isolated CPU cores run latency-critical threads with strict pinning and NUMA-aware placement. Cache-optimized data structures and access patterns keep processing within CPU caches, minimizing scheduler interference and memory latency.
CME-Native Protocol Support
Full compliance with current CME exchange specifications – maintained as standards evolve.
CME's current-generation binary order entry protocol. Nanoconda implements the full specification, including all supported order types, session management, heartbeat handling, and recovery workflows.
- Full CME certification maintained – tested against CME's conformance suite.
- Supports all exchange DAY order types (LMT, MKT, FAK, STP, Iceberg).
- Automatic session recovery and gap-fill on disconnect.
- Business reject handling and order book reconciliation on reconnect.
- Tag-level compliance logging for audit and troubleshooting.
CME Globex Market Data Platform 3.0 – a high-performance multicast feed. Nanoconda processes raw UDP channels and delivers a native order-by-order (MBO) stream directly to the API, preserving exchange sequencing and semantics.
- Top-of-book snapshots (10 levels).
- Native order-by-order (MBO) stream exposed directly to the API.
- MBO recovery loop for session start and algo state sync.
- A/B feed arbitration for gap detection and CME snapshot recovery.
- Exchange sequencing preserved 1:1 in the API.
CME Colocation, Managed for You
Your strategy runs at the exchange – without managing infrastructure.
What's in the Colocation Container
The Colocated Container plan gives you a dedicated, fully managed environment inside CME's colocation facility – physically adjacent to the exchange's matching engines.
Your Algo, Connected to the Exchange
A direct, single-machine pipeline – no extra hops, no broker layer.
Technical Specifications
Built for Production Environments
Institutional security, audit trails, and isolation – required by any serious trading operation.
View live orders, trades, and strategy performance in real time with role-based access (trader, viewer, manager, clearer).
The kill switch can halt all order flow within microseconds – accessible via GUI, API, or automated risk trigger.
Inline risk checks block invalid orders before reaching the exchange. Configured and monitored by the FCM per account.
Market data access and entitlements managed and reported directly to the exchange.
Every order lifecycle event – from API call to exchange acknowledgment – can be logged with nanosecond-precision timestamps via the Trace File system.
The Colocated Container plan runs your strategy in an isolated OS container – separate from all other clients with no shared process space.
Simple API.
Institutional Performance.
Despite the complexity underneath – kernel bypass, shared memory, lock-free queues – the API your quants write against is clean and minimal. Implement callbacks, call nanoconda::start(), and your strategy is live.
The same code runs in the simulator, against PCAP or DataBento DBN replay, and in production – no environment-specific branches, no integration rewrites between stages. A complete working strategy is fewer than 50 lines of boilerplate.
Full documentation at nanoconda.com/docs.
Read the Full API Docs →
Validate Before You Risk Capital
The $250 / 3-month license gives full access to PCAP and DataBento DBN replay plus the CME-compatible trading simulator – no exchange account or FCM required. The simulator supports all CME order types: FAK (Fill-and-Kill), Iceberg, Limit, Market, Stop, and Stop-Limit, with fill logic that mirrors live CME Globex behavior.
Your strategy uses the exact same C++ API as production. Switching from backtesting to live DMA requires no code changes.
CME Futures Coverage
Trade across the full CME futures complex with a single platform and API.
E-mini S&P 500 (ES), E-mini Nasdaq (NQ), E-mini Dow (YM), Micro variants
Eurodollars, Treasury Bonds (ZB), Treasury Notes (ZN, ZF, ZT)
Crude Oil (CL), Natural Gas (NG), RBOB Gasoline (RB), Heating Oil (HO)
Gold (GC), Silver (SI), Copper (HG), Platinum (PL)
Corn (ZC), Soybeans (ZS), Wheat (ZW), Soybean Oil (ZL)
EUR/USD (6E), GBP/USD (6B), JPY/USD (6J), and other major pairs
Who Uses Nanoconda
Whether you're validating a first strategy or running multi-instrument HFT, there's a Nanoconda product for where you are today.
Start with the $250 Backtesting Simulator. Replay PCAPs, tune your model, and validate latency assumptions before committing to live infrastructure.
The GUI Managed product gets you into CME colocation for $2,100/month – no server admin, no SSH required. Focus entirely on strategy.
Colocated Professional gives your team 3 dedicated cores and full SSH access. Run multiple strategies from a single managed container.
Institutional DMA with FCM integration, audit trails, and risk controls that meet compliance standards for fund operations.
Provide sponsored CME access to clients through Nanoconda managed infrastructure – without operating your own certified gateway.
Skip the 12–18 month gateway build cycle. Go from zero to live on CME in days – Nanoconda is your entire trading infrastructure from day one.
Choose Your Starting Point
Software licenses run on your own infrastructure. Managed services are fully operated by Nanoconda at CME colocation – you focus on your strategy.
Full software stack with CME certification. Deploy on your own servers or test environment.
Replay historical CME market data – PCAP or DataBento DBN format – against your strategy using the exact same C++ API as production. Supports all CME order types: FAK, Iceberg, Limit, Market, Stop-Limit.
- PCAP & DataBento DBN file replay
- No live exchange connection or FCM required
- FIFO Order Queue Priority Simulation
- Matching Engine Latency Simulation
The complete Nanoconda platform: CME-certified market data handler, execution gateway, pre-trade risk engine, real-time GUI, and all developer tools. You supply the hardware and connectivity; we handle the certification stack.
- iLink 3.0 execution + MDP 3.0 market data
- In-memory pre-trade risk + full order management GUI
- Trading simulator, PCAP replay, trace file, algo controls
- FCM integration support included
Dedicated resources at CME Aurora colocation. Hardware, connectivity, and operations fully managed by Nanoconda.
A dedicated managed environment at CME Aurora colocation with one dedicated CPU core. Deploy your algo, monitor execution, and control parameters through the browser-based GUI – no server-level access required or provided.
- 1 dedicated CPU core at CME Aurora colocation
- GUI-only access (no SSH)
- Full infrastructure operated by Nanoconda 24/6
- All DMA software features included
Three dedicated CPU cores at CME Aurora colocation with complete SSH access. Run multiple simultaneous strategies, manage your environment directly, and benefit from full managed operations, monitoring, and cross-connect included.
- 3 dedicated CPU cores at CME Aurora colocation
- Full SSH access – manage your environment directly
- 24/6 managed operations, monitoring & alerting
- CME cross-connect and all software features included
Ready to see it in action?
Schedule a live walkthrough – we'll show you exactly how your strategy would run on the platform.