Algorithms

Lime’s algorithms allow clients to intelligently route and execute orders for better prices and speed to market.

Lime Smart Router

A Smart Order Router is an essential trading technology at any brokerage firm. Lime’s offering competes with the best products available by providing access to multiple markets, fast execution, customizable settings, and execution reporting.

  • A flavor of smart order router developed in-house
  • Highly customizable using multi-phase strategy
  • Sequential or parallel access to all lit, inverted, and dark markets
  • Selectable aggression settings and order options (e.g. limit max display quantity)

Lime Algorithms: VWAP, TWAP, POV, and Implementation Shortfall

Lime’s institutional algorithms suite provides performance and flexibility to traders needing to execute large orders. Built on Lime Strategy Studio technology, these algorithms are readily customized and tuned against Lime’s extensive historical tick data. Leveraging the Lime Smart Router and Lime Data, they benefit from Lime’s unparalleled market access and ultra low-latency order and direct feed handling technologies.

Lime Photonics

The search for a true kill switch finds resolution at Lime. Our patent-pending product is a fully passive, optical path hardware based kill switch triggered by violation of rules programmed in our Trading Server.

  • Enables brokers to control client access with near zero additional latency
  • Deployable with pre-trade or post-trade risk systems
  • Provides configurable account disable thresholds
  • Captures traffic to support audit trail requirements