EPAM provides pre-certified connectivity solutions for direct
access to
GTP Market Data,
FIXTrading Gateway,
Post Trade and
Drop Copy Services of the London
Stock Exchange.
LSE GTP Market
B2BITS LSE GTP Handler is an ultra-low latency connectivity
solution providing access to
The Group Ticket plan market feeds such
as Level1/Level2 Market Data Feeds and Indices services
of London
Stock Exchange. It has the following features:
- Connects and maintains connection to
The Group Ticket plan market feeds via UDP
- Provides the user with current market data (Instrument
Definitions, Instrument Statuses, Statistics, Full Depth Order
Book, Indices)
- Automatically arbitrates between Feed A and Feed a
- Fills gap using TCP Replay and Full Snapshot TCP Recovery
methods
- Provides flexible C++ API to open the connection, receive
details of all instruments, quotes, orders and trades via
call-back
- Well-packaged with pre-compiled binaries for chosen platform,
API Guide, set of "Quick Start" samples, set of utilities with
sources (traffic dump, traffic replay), pre-compiled binaries for
the chosen platform, programmer's Guide with code examples,
detailed API reference and a sample application with source
code
LSE FIX Trade Engine
B2BITS LSE Trade Engine is a FIX
Antenna™ based low-latency solution specifically designed
and preconfigured for submitting orders and/or quotes
to the
London Stock Exchange's New Trading System and receiving
back real-time information on order statuses and executed
trades. It has the following features:
- Connects and maintains connection to
FIX Trading interface of London Stock
Exchange via TCP/IP
- Supports all the features of the
London Stock Exchange's New Trading System for order
routing and market making, including mass quoting, full order
management functionality and optional order book self-execution
prevention
- Supports all order types available at LSE including Iceberg,
Hidden and Pegged orders
- Supplied as library (.dll/.so) with user-friendly
intuitive ANSI C++/.NET/Java public interface or
as standalone application
- Latency is under one microsecond between order creating and
sending it to the socket and from the socket to call-back while
getting a message
- Equipped with rich UI simplifying configuration and
maintenance as well as allowing monitoring session statuses
and parameters in real-time on desktop app or web browser.
LSE Post Trade Engine
LSE Post Trade engine based on FIX
Antenna™ library or FIXEdge™ application server provides
access to LSE Post Trade Gateway to receive real-time
information on executed trades and has the
following features:
- Connects and maintains connection to LSE Post Trade Gateway via
TCP/IP
- Fully supports LSE Post Trade Gateway workflow, provides
ability for receiving full details of executed trades as well as
notifications of any trade cancel or correction
- Provides the ability to request details of eligible trades
matching specified criteria, e.g. for a selected set of instruments
or for a specified party, trade type or order
- Supports LSE FIX 5.0SP2 dictionary
- Supplied as library (.dll/.so) with user-friendly
intuitive ANSI C++/.NET/Java public interface or
as standalone application
- High
performance/Low latency: in C++ implementation, delivers over
60,000 messages per second on a single CPU and adds up
to 16 microseconds' latency on 100 Mbps network with
persistence and 6microseconds' latency on 100 Mbps network
without persistence
- Equipped with rich UI simplifying configuration and
maintenance as well as allowing monitoring session statuses
and parameters in real-time on desktop app or web browser.
LSE Drop Copy Engine
LSE Drop Copy engine based on FIX
Antenna™ library or FIXEdge™ application server provides
access to LSE Drop Copy Gateway to receive additional copies
of the Execution Reports or download current status of active
orders in the event of a failure. It has the following
features:
- Connects and maintains connection to LSE Drop Copy Gateway via
TCP/IP
- Fully supports LSE Drop Copy Gateway workflow including 'Copy
To' functionality to receive copies of each eligible Execution
Report in a real time or for selected firms/Trader Groups
- Provides the ability to recover the status of all active orders
in the event of a system failure via OOBD service
- Supports LSE FIX 5.0SP2 dictionary
- Supplied as library (.dll/.so) with user-friendly
intuitive ANSI C++/.NET/Java public interface or
as standalone application
- High
performance/Low latency: in C++ implementation, delivers over
60,000 messages per second on a single CPU and adds up
to 16 microseconds' latency on 100 Mbps network with
persistence and 6microseconds' latency on 100 Mbps network
without persistence
- Equipped with rich UI simplifying configuration and
maintenance as well as allowing monitoring session statuses
and parameters in real-time on desktop app or web browser.