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.

_Solutions_DirectExchangeAccess_LSE

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

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 

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

The deployment of this solution will provide the following benefits:

  • Pre-certified with London Stock Exchange
  • 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 and operation
  • Lower technical risk for support and maintenance
  • 24x7 support provided worldwide
  • Availability of having solution customized to end-user specifics and requirements
  • Availability of "on-demand" software escrow