BATS Direct Access

B2BITS BATS Multicast PITCH adaptor allows application to receive real-time depth of book quotations, execution information and auction update, supports all the features of BATS US Equities/Options Multicast PITCH feeds including TCP recovery.

• Connect 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 messages recovery via TCP/IP connection

BATS FIX Order Entry Engine is 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.