FEX Direct Access

EPAM provides pre-certified connectivity solutions for direct access to Market Data and Transactional Gateways of Financial and Energy Exchange Group.

 

FEX Direct Access _2
 

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FEX Market Data Engine allows clients' applications to subscribe for one or multiple instruments available at FEX Derivative Market through all boards (AUST, ASIA, TAILORED) and has the following features:

  • Connects and maintains connections to all FEX Security Boards via TCP to get security list, instrument data, market statistics and statuses
  • Provides subscription mechanism for one or multiple instruments including tailored strategies 
  • Provides ability for Order book management by Price and by Order
  • Provides simple C++/.NET/Java API to subscribe/unsubscribe by symbol, receive security definitions, snapshots, increments, news and security statuses via call-backs

FEX Order Entry Engine is a FIX Antenna™  based low latency solution which allows sending orders to FEX and getting back trades and orders statuses via FIX protocol. The solution is supplied as library and has the following features:

  • Connects and maintains connection to FEX trading API via TCP/IP
  • Provides access to all trading boards of FEX Derivatives Market (AUST, ASIA, TAILORED)
  • Fully supports order flow of FEX Trading Session (new order request, cancel/replace order request, order/trading session statuses, executions)
  • Allows submitting all order types including multileg and shared orders
  • User-friendly intuitive ANSI C++ / .NET / Java public interface
  • High performance/Low latency in C++ implementation:
    • deliveries over 60,000 messages per second on a single CPU 
    • adds up to 16 microseconds' latency on 100 Mbps network with persistence and
    • adds up to 6 microseconds' latency on 100 Mbps network without persistence
  • Provides administration utility allowing monitoring session statuses and  maintaining configurations in real time

The deployment of this solution will provide the following benefits:

  • Pre-certified with Financial and Energy Exchange Group
  • 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

For more information about FEX Direct Access please contact us at sales@b2bits.com