BATS Direct Access

EPAM provides pre-certified connectivity solutions for direct access to BATS Multicast PITCH Market Data feeds and FIX Order Entry/Drop Copy interfaces.

 

BATS Direct Access

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B2BITS BATS Multicast PITCH adaptor allows application to receive real-time depth of book quotations, execution information and auction update, supports all the features of BATS US Equities/Options Multicast PITCH feeds including TCP recovery.

  • Connect and maintain connection to BATS Multicast PITCH feeds.
  • Fully supports Multicast PITCH feeds message flow (Order Modification Messages, Trade messages, Symbol Mapping messages, Trading Statuses, Auction updates).
  • Provides ability for order book management
  • Automatically applies PITCH units parsing, hides PITCH details from the client.
  • Simple API to receive real-time depth of book quotations, execution information and auction update.
  • Automatically arbitrates between Primary and Secondary feeds to avoid data loss.
  • Provides mechanism for dropped messages recovery via TCP/IP connection

BATS FIX Order Entry Engine is FIX Antenna® based low latency solution, designed and pre-configured to fully support BATS US Options and Equities FIX Interfaces.

  • Connect and maintain connection to BATS Equities (BZX), BATS Y Equities (BYX) and BATS Options FIX Order  Entry and Drop Copy interfaces via TCP.
  • Supports Order Entry Interface message flow (Order flow, Executions, Trade Cancel/Correct) and functionality.
  • Supports two types of drop copy functionality, Standard FIX Drop and Order by Order FIX Drop for real time information about order flow.
  • Provides ability for order state change tracking.
  • Lower latency order processing.
  • 100% FIX 4.2 standard compliance.

 


All solutions described above are equipped with rich UI simplifying configuration and maintenance of chosen solution, as well as allowing monitoring session statuses and parameters in real-time.

The deployment of this solution will provide the following benefits:

  • Pre-certified with BATS
  • Quick start and benchmark samples assuring prompt familiarizing with the software
  • Re-use of a proven and certified technology with direct market access
  • Reduced time to market and cost of implementation & operation
  • Lower technical risk for support and maintenance
  • 24x7 support provided worldwide
  • Availability of having solution customized to end-user specifics and requirements
  • Availability of "on-demand" software escrow