EPAM B2BITS FIX/FAST Market Data Adaptor for B3 -
formerly BM&FBOVESPA allows an application to
subscribe to one or multiple instruments, and supports all the
features of
B3 - formerly BM&FBovespa PUMA UMDF Market data feeds
including mandatory TCP recovery.
Features
Feature
Description
BOVESPA Market Data Feeds
access
Connects and maintains connections to the
B3 - formerly BM&FBovespa PUMA UMDF Market data feeds
via UDP:
Instrument Definition Stream
Incremental Stream
Market Recovery stream
Supported Market Data
types
All Data types available at PUMA UMDF are supported:
Instrument definitions
Aggregated and Non-aggregated order books
Top of the Book
Trade and Real-time statistics:
trade and trade volume;
session high/low/VWAP prices;
opening/closing price;
settlement prices;
theoretical opening prices;
opening price;
price banding information;
BOVESPA Index statistical data
Information about current instrument trading status, current
trading phase and trading statistics reset
Auto recovery
Automatically fills gaps when packages are lost using high
performance recovery methods:
TCP Recovery (primary recovery method)
Market Recovery
Natural Refresh
Market Recovery with Natural Refresh
Supports both Message and Instrument level
sequencing.
BOVESPA feeds
arbitration
Automatically arbitrates between Feed A and Feed B
FAST decoding
Automatically applies FAST decoding, hides FAST details from
the client
High-level
interface
Simple API to receive product and instrument definitions,
market data events and order book updates via call-back
interfaces
Low-level
interface
Simple API to receive market data FIX messages via call-back
interfaces
The transport layer is implemented based on
Boost.Asio
Adjustable BOVESPA
configuration
Ability to load BOVESPA configuration file and use connection
parameters.
Dynamic FAST
templates
Ability to load BOVESPA FAST template file and adjust FAST
decoder accordingly.
High performance
The lowest latency among all available software solutions on
the market.
Support
Myricom DBL networking solution
Simple intuitive
API
API to subscribe/unsubscribe by symbol, API to receive security
definitions, snapshots, increments, news and security statuses via
call-backs.
Compatibility with FIX
Antenna Java
Can be easily integrated with FIX
Antenna Java (via API) for further processing of received
market data.
Well packaged
BOVESPA FIX/FAST Market Data Adaptor is delivered with:
Pre-compiled binaries for a chosen platform
API Guide
Programmer's Guide with code examples
Set of utilities with sources:
traffic dump
traffic replay
FAST to FIX decoder
Supported
platforms
Supported OS:
Supported compilers:
C++ Linux gcc4.8, gcc6.1 - with C++03 and C++11 ABIs
C++ Windows VS2015 & VS2017
JDK 1.5 and above
BM&FBOVESPA FIX/FAST Market Data Adaptor is now available in
a 30-day trial version.
Software escrow is available on demand.