EPAM provides pre-certified connectivity solutions for direct
access to BATS Multicast PITCH Market Data feeds and FIX Order
Entry/Drop Copy interfaces.
All solutions described above are equipped with rich UI
simplifying configuration and maintenance, as well as allowing
monitoring session statuses and parameters in real time
on desktop
app or web browser.
BATS Multicast PITCH adaptor
B2BITS BATS Multicast PITCH adaptor allows an application
to receive real-time depth of book quotations, execution
information and auction updates, and supports all the features of
BATS US Equities/Options Multicast PITCH feeds, including TCP
recovery.
- Connects and maintain connection to BATS Multicast PITCH
feeds.
- Fully supports Multicast PITCH feeds message flow (Order
Modification Messages, Trade messages, Symbol Mapping messages,
Trading Statuses, Auction updates).
- Provides ability for order book management
- Automatically applies PITCH units parsing, hides PITCH details
from the client.
- Simple API to receive real-time depth of book quotations,
execution information and auction update.
- Automatically arbitrates between Primary and Secondary feeds to
avoid data loss.
- Provides mechanism for dropped message recovery via TCP/IP
connection
BATS FIX Order Entry
BATS FIX Order Entry Engine is a FIX Antenna®-based,
low latency solution, designed and pre-configured to fully support
BATS US
Options and Equities FIX Interfaces.
- Connect and maintain connection to
BATS Equities (BZX),
BATS Y Equities (BYX) and
BATS Options FIX Order Entry and Drop Copy interfaces via
TCP.
- Supports Order Entry Interface message flow (Order flow,
Executions, Trade Cancel/Correct) and functionality.
- Supports two types of drop copy functionality, Standard FIX
Drop and Order by Order FIX Drop for real-time information about
order flow.
- Provides ability for order state change tracking.
- Lower latency order processing.
- 100% FIX 4.2 standard compliance.