EPAM provides pre-certified connectivity solutions for direct access to the Market Data and Transactional Gateways of the Financial and Energy Exchange Group.

FEX Direct Access 

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

The deployment of these solutions will provide the following benefits:

  • Pre-certified with the Financial and Energy Exchange Group
  • Quick start and benchmark samples assuring prompt familiarizing with the software
  • Re-use of a proven and certified technology with direct market access
  • Reduced time to market and cost of implementation & operation
  • Lower technical risk for support and maintenance
  • 24x7 support provided worldwide
  • Provides consulting and customization services to end-user specifics and requirements
  • Availability of "on-demand" software escrow

For more information about FEX Direct Access please contact us at sales@b2bits.com