DBS SimTrade delivers low-latency simulated order book execution across Singapore (SGX), Hong Kong (HKEX), and US equities with full L2 market depth and algorithmic sandbox testing.
Replay tick-by-tick order flows with accurate historical liquidity depth. Simulates slippage, partial fills, and queue priority across Singapore and US exchanges.
LATENCY < 850 MICROSECONDSIntegrate institutional trading bots and quantitative models directly into our paper sandbox using standardized FIX 4.4 protocols or native Python SDKs.
FIX 4.4 • WEBSOCKET STREAMStress test multi-asset derivatives books against extreme historical black-swan market volatility events with integrated real-time Value-at-Risk modeling.
99.9% CONFIDENCE INTERVALSSeamlessly execute simulated orders across SGX equities, Straits Times Index futures, US options chains, spot foreign exchange, and bullion markets.
EQUITIES • FUTURES • OPTIONS • FXSimulate realistic clearing fees, stamp duty, SGX exchange access tariffs, and standard market maker rebate structures without capital commitment.
ACCURATE TRADING SLIPPAGEEquip proprietary trading firms, university finance labs, and wealth management associates with multi-user tiered accounts and mentor supervisory controls.
RBAC INSTITUTIONAL SEATSFor institutional sandbox access, university trading room licenses, or high-volume algorithmic paper trading credentials, contact our Singapore derivatives desk.
DBS Asia Central, 12 Marina Boulevard, Tower 3, Singapore 018982
+65 6878-8888 (SGX Trading Hours: 08:30 – 17:30 SGT)
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