BM&FBOVESPA FIX/FAST Market Data Adaptor

B2BITS BM&FBOVESPA FIX/FAST Market Data Adaptor allows application to subscribe to one or multiple instruments, supports all the features of BM&FBovespa PUMA UMDF Market data feeds including mandatory TCP recovery.

Bovespa Market Data Adaptor

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Features

Feature Description
BOVESPA Market Data Feeds access

Connects and maintains connections to the  BM&FBovespa  Puma UMDF Market Data Feeds via UDP:

  • Instrument Definition Stream
  • Incremental Stream
  • Market Recovery stream
Supported Market Data types

All Data types available at PUMA UMDF are supported:

  • Instrument definitions 
  • Aggregated and Non-aggregated order books 
  • Top of the Book 
  • Trade and Real-time statistics: 
    - trade and trade volume;
    - session high/low/VWAP prices;
    - opening/closing price;
    - settlement prices;
    - theoretical opening prices;
    - opening price;
    - price banding information;
    - BOVESPA Index statistical data
  • Information about current instrument trading status, current trading phase and trading statistics reset
Auto recovery

Automatically fills gap when packages are lost using high performance recovery methods:

  • TCP Recovery (primary recovery method)
  • Market Recovery
  • Natural Refresh
  • Market Recovery with Natural Refresh

Supports both Message and  Instrument level sequencing.

BOVESPA feeds arbitration

Automatically arbitrates between Feed A and Feed B

FAST decoding Automatically applies FAST decoding, hides FAST details from the client
Order book management Automatically builds and updates order books from market data snapshot and incremental messages
High-level interface Simple API to receive product and instrument definitions, market data events and order book updates via call-back interfaces
Low-level interface Simple API to receive market data FIX messages via call-back interfaces
Adjustable BOVESPA configuration

Ability to load BOVESPA configuration file and use connection parameters.

Dynamic FAST templates

Ability to load BOVESPA FAST template file and adjust FAST decoder accordingly.

Extendible FIX protocol

Ability to add/delete fields and/or messages; change attributes.

High performance

The lowest latency among all available software solutions on the market.

Simple intuitive API

API to subscribe/unsubscribe by symbol, API to receive security definitions, snapshots, increments, news and security statuses via call-backs.

Compatibility with FIX Antenna Java Can be easily integrated with FIX Antenna Java (via API) for further processing of received market data.
Well packaged

BOVESPA FIX/FAST Market Data Adaptor is delivered with:

  • Pre-compiled binaries for chosen platform
  • API Guide
  • Programmer's Guide with code examples
  • Set of primitive "Quick Start" samples
  • Set of primitive "Self-test" samples 
  • Set of utilities with sources
  • Benchmark tool with sources
  • Handy installer
Supported platforms

Supported OS: 

  • Windows, Linux, Solaris

Supported compilers: 

  • JDK 1.5 and above
  • .NET Frameworks 2.0, 3.0, 3.5, 4.0
  •  C++ (Linux/Windows/Solaris)

BM&FBOVESPA FIX/FAST Market Data Adaptor is now available in a 30-day trial version.

Software escrow is available on demand.