Market Data Solutions

Market data feed handlers are mandatory components of any real time trading system. B2BITS EPAM Systems invested years of hard work in perfecting the software to handle various protocols used for market data distribution. We paid special attention to performance and to robustness of handlers. Market data distributed via the FIX/TCP connections are supported by the super-fast FIX Antenna family products.

The list of supported market data feeds is growing. Contact us at sales@b2bits.com if you do not see the required handler on this page. Software escrow is available on demand.

Market Data Adaptor Common Diagram

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London Metal Exchange (LME)/td>

Market Data Sources/Protocols FIX FAST NATIVE
  FIX FAST Native
Chicago Mercantile Exchange (CME) -

L1, L2, market statistics, instruments definition

UDP delivery, recovery support

CME MDP 3.0
Chicago Board Options Exchange (CBOE) - - Fixed byte proprietary format for Streaming Market and Ticker Data (CSM), recovery support
BATS Global Markets (BATS) - - BATS TCP and Multicast PITCH
Moscow Currency Exchange (MICEX)

L1, L2, trade list, instruments definition, market statistics

L1, L2, trade list, market statistics, non-aggregated Order Book

UDP delivery, recovery support

MTE API

London Metal Exchange (LME) - - LME Market Data Dissemination System (MDD), streaming and interactive
Intercontinental Exchange (ICE) - - ICE UDP iMpact Multicast
Eurex Exchange (EUREX)

-

Reference Data, un-netted data (EMDI), netted data(MDI)

Extended Market Data Service (EMDS)

-

CQG

-

L1, L2, instruments definition

UDP delivery, recovery support

-

ACTIV

-

-

ACTIV API
Australian Stock Exchange (ASX) L1, L2, market statistics - -

Currenex

L1, L2, non-aggregated Order Book - -
Mercado Español de Futuros Financieros (MEFF) L1, L2, market statistics, instruments definition - -

BM&FBOVESPA

-

L1, L2, market statistics, instruments definition

UDP delivery, recovery support

-

NewEdge

L1, L2

-

-

SaxoBank

Quotes

-

-

OANDA

L1

-

-

Baxter

L1

-

-

Fortex

L1

-

-

FXCM

L1

-

-
The Financial Energy Exchange

(FEX)

L1, L2, trade list, instruments definition, market statistics, non-aggregated Order Book - X-Stream OMX
Lime Brokerage Quotes, trade list - Citrus Quotes API
KOSPI - - L1, L2, trade list, instruments definition
KOSPI API
FX-Works L1, Order Book - -
JSE/NSX - L1, L2, instrument definition, market statistics, aggregated Order Book UDP delivery ITCH L1, L2, instrument definition, market statistics, full depth Order Book UDP delivery

To review exchange protocol XML definitions and templates for FAST, contact us at support@b2bits.com.

LME Market Data Dissemination System