Connect Your Stack in Days, Not Months
FIX 4.2, 4.4, and 5.0 adapters, native binary protocol libraries in C++ and Python, REST and WebSocket APIs, and a reference OMS integration guide. No custom development to get your first order into the system.
Every Protocol Your OMS Speaks
Full specification compliance tested against the reference conformance suite. Both session-layer and application-layer message coverage.
| Protocol | Direction | Languages | Status |
|---|---|---|---|
| FIX 4.2 | Inbound + Outbound | Any (session over TCP) | GA |
| FIX 4.4 | Inbound + Outbound | Any (session over TCP) | GA |
| FIX 5.0 SP2 | Inbound + Outbound | Any (FIXT 1.1 transport) | GA |
| EKL Native Binary | Inbound + Outbound | C++17, Python 3.10+ | GA |
| REST API v2 | Management + Reporting | Any (HTTP/1.1 + HTTP/2) | GA |
| WebSocket Feed | Outbound (real-time events) | Any (RFC 6455) | GA |
| gRPC Streaming | Inbound + Outbound | C++, Python, Go | Beta |
Connection Methods
Three deployment models depending on your infrastructure setup and latency requirements.
Co-Location Cross-Connect
Direct fiber cross-connect from your cage to EurekaLabs hardware at Equinix NY4 or NY5. Lowest latency option. Provisioned via standard Equinix LOA process. Typical provisioning time: 3-5 business days.
Dedicated Cloud Connectivity
AWS Direct Connect or Azure ExpressRoute circuits to EurekaLabs. For firms running signal generation in cloud infrastructure. Typical latency addition: 0.8-1.2 ms vs co-location cross-connect.
Internet (TLS 1.3)
Encrypted connection over the public internet. Suitable for back-testing data feeds, research workflows, and non-latency-sensitive position management. Not recommended for live order routing.
Client Libraries and SDKs
Native client libraries for the languages quantitative teams actually use in production.
C++ 17 Library
Zero-copy native binary protocol client with lock-free ring buffers for order submission and market data subscription. Header-only option available. RAII lifetime management throughout.
Python 3.10+ SDK
Native extension wrapping the C++ core. asyncio-compatible event loop integration. Type-annotated throughout for IDE support. Recommended for research and signal development workflows.
REST and WebSocket
Standard HTTP and WebSocket interfaces for portfolio management, reporting, and real-time event streaming. OpenAPI 3.1 spec published. Suitable for any language with an HTTP client.
Integration Scoping at No Charge
Before you commit, we spend an hour with your infrastructure team to confirm the right connection method and protocol, with a written timeline estimate for go-live.