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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