Market Data Sources/Protocols |
FIX |
FAST |
NATIVE |
|
 |
 |
 |
Chicago Board Options Exchange
( CBOE
) |
__ |
__ |
Fixed byte proprietary format for Streaming Market and Ticker
Data (CSM), recovery support |
BATS Global Markets
( BATS ) |
__ |
__ |
BATS TCP and Multicast PITCH |
London Stock Exchange
( LSE ) |
__ |
L1, L2, instrument definition, market statistics, aggregated
Order Book UDP delivery |
GTP L1, L2, instrument definition, market statistics, full
depth Order Book UDP delivery |
London Metal Exchange
( LME ) |
L1, L2, market statistics, trades, reports |
__ |
__ |
Intercontinental Exchange
( ICE
) |
__ |
__ |
ICE UDP iMpact Multicast |
B3 - formerly BM&F BOVESPA
( BOVESPA ) |
__ |
L1, L2, instrument definition, market statistics, aggregated
Order Book UDP delivery |
__ |
CME MDP3 |
__ |
__ |
SBE L1, L2, instrument definition, market statistics, full
depth Order Book UDP |
ACTIV |
__ |
__ |
ACTIV API |
Australian Stock Exchange
( ASX ) |
L1, L2, market statistics |
__ |
__ |
Currenex |
L1, L2, non-aggregated Order Book |
__ |
__ |
Mercado Español de Futuros Financieros
( MEFF ) |
L1, L2, market statistics, instruments definition |
__ |
__ |
FX-EDGE |
L1, L2 |
__ |
__ |
SaxoBank |
Quotes |
__ |
__ |
OANDA |
L1 |
__ |
__ |
Baxter |
L1 |
__ |
__ |
Fortex |
L1 |
__ |
__ |
FXCM |
L1 |
__ |
__ |
The Financial Energy Exchange
( FEX ) |
L1, L2, trade list, instruments definition, market statistics,
non-aggregated Order Book |
__ |
X-Stream OMX |
Lime
Brokerage |
Quotes, trade list |
__ |
Citrus Quotes API |
KOSPI |
__ |
__ |
L1, L2, trade list, instruments definition
KOSPI API |
FX-Works |
L1, Order Book |
__ |
__ |
JSE/NSX |
__ |
L1, L2, instrument definition, market statistics, aggregated
Order Book UDP delivery |
ITCH L1, L2, instrument definition, market statistics, full
depth Order Book UDP delivery |