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 of chosen solution,
as well as allowing monitoring session statuses and parameters in
real-time.
BATS Multicast PITCH adaptor
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
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.