EPAM provides pre-certified connectivity
solutions for direct access to the
B3 PUMA Trading System Unified
Market Data Feed
(UMDF) and Order Entry
Interface
(EntryPoint).
All solutions described above are equipped with rich UI simplifying configuration
and maintenance and allow real-time monitoring of session
statuses and parameters on desktop
app or web
browser.
B3 FIX/FAST Market Data
The EPAM B2BITS B3 FIX/FAST Market Data
Adaptor allows applications to subscribe to one or
multiple instruments and supports all features of the B3 New
Trading System Market data feed, including mandatory TCP
recovery.
Key features:
- Connects and maintains connections to the
Puma Trading System UMDF via UDP (Instrument Definition
Stream, Incremental Stream, Market Recovery stream)
- Supports all market data types available at B3 UMDF
- Fill gaps when packages are lost automatically by using high
performance recovery methods (TCP Recovery, Market Recovery,
Natural Refresh, Market Recovery with Natural Refresh)
- Hides FAST details from the client and applies FAST decoding
automatically
- Provides a C++/Java API
to receive product and instrument definitions, market data events
and order book updates, and market data FIX messages via
call-back interfaces
- Provides ability to load a B3 configuration file to use
connection parameters and a FAST template file to adjust the FAST
decoder accordingly
- Automatically builds and updates order books from market data
snapshots and incremental messages
- Provides ability to add/delete fields and/or messages, and
change attributes
B3 FIX Order
Entry
The B3 EntryPoint engine is a FIX
Antenna®-based,
low latency solution, designed and pre-configured to fully support
the B3 EntryPoint Order Entry Interface of the
PUMA Trading System.
Key features:
- Connects and maintains connection to
B3 Entry Point
- Supports Order Entry Interface message flow (Order flow,
Executions, Security Definitions, Quotes, Trade confirmation) and
functionality
- Allows access to multiple market segments (derivatives,
Equities, FX) through a single EntryPoint session
- Provides drop copy functionality for the confirmation of
orders, modification requests, cancel requests and fill
notifications entered via the EntryPoint interface, available
through one or more FIX sessions
- Lower latency order processing
- 100% FIX 4.4 standard compliance
- Provides ability for pre-trade risk control