3 April 2014
B2BITS EPAM Systems releases ICE iMpact Market Data handler
B2BITS, EPAM Systems' Capital Markets Competency
Center releases low latency
Market Data handler for ICE iMpact that helps feeding the ICE
market data directly into the user's algo-trading application. The
handler is based on proven B2BITS FIX Antenna C++™ technology and
is intended to work in ICE Exchange co-location environment with
direct access to UDP Multicast and has the following features:
- Listens to TOP5, TOB and Full Order Depth channels of the ICE
UDP iMpact Multicast interface
- Supports Direct Access User (DAU) required functionality of ICE
Exchange
- Supports all ICE instrument types including Futures, Cracks and
Intermarket Spreads, Options, UDS
- Built-in price book
- BBO conflation
- Per-instrument subscriptions as well as 'ticker-plant' mode for
all-instrument subscription
- Low-latency design optimized for modern multi-core
processors
- Ready for use with OS kernel bypass NIC cards: Solarflare™
OpenOnload and Myricom DBL™
- 400 ns mean latency from network socket read to user
callback
- 6 microsecond wire-to-wire tick-to-trade latency when used
together with B2BITS
FIX Antenna™ to support the order entry session
- Windows and Linux OS supported
For more information and free trial version contact our
sales at sales@btobits.com
or refer to dedicated product pages.
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