Market data feed handlers are mandatory components of any real time trading system. B2BITS EPAM Systems invested years of hard work in perfecting the software to handle various protocols used for market data distribution. We paid special attention to performance and to robustness of handlers. Market data distributed via the FIX/TCP connections are supported by the super-fast FIX Antenna family products.

The list of supported market data feeds is growing. Contact us at sales@b2bits.com if you do not see the required handler on this page. Software escrow is available on demand.

"Market

Market Data Sources/Protocols FIX FAST NATIVE
  FIX FAST
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
Moscow Exchange
( MOEX )
L1, L2, trade list, instruments definition, market statistics

L1, L2, trade list, market statistics, non-aggregated Order Book

UDP delivery, recovery support

MTE API
London Stock Exchange
( LSE )
__ L1, L2, instrument definition, market statistics, aggregated Order Book UDP delivery ITCH 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

To review exchange protocol XML definitions and templates for FAST, contact us at SupportFIXAntenna@epam.com.