EPAM provides pre-certified connectivity solutions
for direct access to the Market Data and Transactional
Gateways of the Financial and
Energy Exchange Group.
FEX Market Data
FEX Market Data Engine allows clients' applications to subscribe
to one or more instruments traded on all boards (AUST, ASIA,
TAILORED) of the FEX Derivative Market and has the following
features:
- Connects and maintains connections to all FEX Security Boards
via TCP to get security list, instrument data, market statistics
and statuses
- Provides subscription mechanism for one or multiple instruments
including tailored strategies
- Provides ability for order book management by price and
order
- Provides simple C++/.NET/Java API to subscribe/unsubscribe by
symbol, receive security definitions, snapshots, increments, news
and security statuses via call-backs
FEX Transactional (Order
Entry)
FEX Order Entry Engine is a FIX
Antenna™ based low latency solution which allows sending
orders to FEX and getting back trades and order statuses via FIX
protocol. The solution is supplied as a library and has the
following features:
- Connects and maintains connection to FEX trading API via
TCP/IP
- Provides access to all trading boards of the FEX Derivatives
Market (AUST, ASIA, TAILORED)
- Fully supports the order flow of FEX Trading Sessions (new
order request, cancel/replace order request, order/trading session
statuses, executions)
- Allows submitting all order types including multileg and shared
orders
- User-friendly intuitive ANSI C++ / .NET / Java public interface
- High
performance/Low latency in C++ implementation:
-
- delivers over 60,000 messages per second on a single
CPU
- adds up to 16 microseconds' latency on 100 Mbps network with
persistence and
- adds up to 6 microseconds' latency on 100 Mbps network without
persistence
- Provides administration utility allowing monitoring session
statuses and maintaining configurations in real time