What is Chronicle Pricer?
Chronicle’s Pricer module provides the infrastructure in which clients can embed their own pricing algorithms, and run pricing calculations. By decoupling the structure from the pricing logic, the Chronicle Pricer enables clients to retain full control of their proprietary pricing methodologies.
At the most basic level, the module generates prices for trading a given asset class, based on market data inputs. However, Chronicle has designed the Pricer to be flexible and extensible, allowing multiple pricing algorithms to be used. Combined with Chronicle’s BookBuilder and PositionManager modules, the Pricer becomes a powerful engine for calculating and publishing prices based on multiple inputs and events.
For order generation and execution, prices can be output for consumption by other modules, such as Chronicle’s own Hedger, or else published to a user interface or for use by a client API.
"Chronicle Pricer generates prices for trading a given asset class, based on market data inputs"
Why Choose Chronicle Pricer?
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