EXCHANGE CONNECTIVITY
14 European exchanges. One normalised order interface.
Euronext Paris/Amsterdam/Brussels, Xetra, Borsa Italiana, LSE, AIM, BME, Nasdaq Nordic, SIX, and 4 additional venues. Each with correct T+2 settlement logic, corporate actions handling, and fractional share rules.
COVERAGE
14 exchange connectors, ready to use
Euronext Paris
08:00–16:30 UTC
Fractional ✓
Euronext Amsterdam
08:00–16:30 UTC
Fractional ✓
Euronext Brussels
08:00–16:30 UTC
Fractional ✓
Xetra
08:00–16:30 UTC
Fractional ✓
Borsa Italiana
08:00–16:30 UTC
Fractional ~
London Stock Exchange
08:00–16:30 UTC
Fractional ✓
AIM
08:00–16:30 UTC
Fractional ~
BME (Madrid)
09:00–17:30 UTC
Fractional ✓
Nasdaq Nordic (SE)
09:00–17:25 UTC
Fractional ✓
SIX Swiss Exchange
09:00–17:30 UTC
Fractional ✓
Nasdaq Nordic (DK)
09:00–17:00 UTC
Fractional ✓
Nasdaq Nordic (FI)
09:00–17:25 UTC
Fractional ✓
Euronext Lisbon
08:00–16:30 UTC
Fractional ~
Wiener Börse
09:00–17:30 UTC
Fractional ~
✓ = Full fractional support. ~ = Partial (broker-dependent). All settlement via T+2 standard per MiFID II.
NORMALISATION LAYER
What the normalisation layer does
Unified ISIN lookup
One ISIN, routed to the most liquid venue per instrument. Cross-listed instruments are automatically mapped to the optimal execution venue given the rebalancing context.
Settlement cycle per venue
Each exchange has its own T+2 calendar accounting for local market holidays, early close days, and cross-border settlement delays. Settlement dates are computed per trade, not assumed to be T+2 calendar days.
FX rate sourcing
Cross-currency trades include FX rate snapshots from ECB reference rates and live market feeds. The rebalance plan shows EUR-equivalent cost estimates including the FX component.
Corporate actions feed
Stock splits, rights issues, dividend ex-dates, and mergers are ingested and reflected in position data before drift calculations run. No phantom drift from uninflated prices.