Optional facilities are provided for traders to disseminate real- time or snapshot prices. These prices can either be derived from Excel Spread Sheet models or from internal rates feeds. The prices can be distributed via web pages so that they can reach the widest community globally. Access to real-time web based streaming market data can also be provided in order to obtain contributed or real-time exchange or derived market data or research information.

The prices can be provided with financial institutions own corporate identity. These prices can be provided as pure web pages to authorised counter-parties, thus ensuring the widest possible reach in order to maximise order flows and any Indications of Interest.

The ePulse order entry and trade detail forms uses the OTC Markets conventions and consists of more than 250 components that make up the ePulse Financial Markets Ontology. This is ideally suited to the OTC markets where trades is essentially a negotiated entity with cross market components (e.g. Interest Rate Swaps) and special order routing information that makes up the complete transaction. All orders can be processed in standard FIX 4.2 formats. Order Entry and Settlement Instruction functions can be provided in the following asset classes:

• Treasury (FX/MM)
• Derivatives (Swaps)
• Equities
• Fixed Income
• Energy (Oil, Power, Gas)
• Metals and other commodities