EPAM provides pre-certified connectivity solutions
for direct access to Market Data and Transactional Gateways of
Financial and Energy Exchange
Group.
FEX Market Data
FEX Market Data Engine allows clients' applications to subscribe
for one or multiple instruments available at FEX Derivative Market
through all boards (AUST, ASIA, TAILORED) 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 by
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 orders statuses via FIX protocol. The solution is supplied as
library and has the following features:
- Connects and maintains connection to FEX trading API via
TCP/IP
- Provides access to all trading boards of FEX Derivatives Market
(AUST, ASIA, TAILORED)
- Fully supports order flow of FEX Trading Session (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:
-
- deliveries 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