B2BITS ITCH 5.0 Market Data Handler is a production-ready C++ solution for processing Nasdaq ITCH 5.0 market data feeds. It provides a complete implementation of the ITCH 5.0 protocol along with transport-level support for MoldUDP64 and SoupBinTCP, offering type-safe APIs and high-performance message handling suitable for low-latency and high-frequency trading environments.
Features
| Feature |
Description |
| Nasdaq ITCH 5.0 Protocol Support |
Complete implementation of the ITCH 5.0 market data protocol:
- All administrative and system event messages
- All order update messages (Add, Replace, Cancel, Execute, Delete)
- Trade and cross trade messages
- Broken trade handling
- Stock directory and instrument information messages
|
| Transport Layer Support |
Integrated support for Nasdaq market data transports:
- MoldUDP64 multicast protocol
- SoupBinTCP protocol
- Packet header and message block handling
- Sequenced and unsequenced data processing
|
| Type-Safe API |
Strongly-typed message structures and utilities:
- Structured message classes per ITCH specification
- Compile-time type validation
- Clear separation of protocol namespaces
- Dedicated types for timestamps, prices, and quantities
|
| Stock Infrastructure |
Built-in order book and aggregation components:
- Aggregator template for bid/ask sides
- Level update events
- Volume and execution tracking
- Instrument and directory handling
|
| Session Management |
Comprehensive session handling components:
- ITCH session management
- MoldUDP64 session handling
- SoupBinTCP session handling
- Login, logout, and heartbeat processing
- Sequencer implementation and recovery support
|
| Message Parsing & Handling |
Efficient message processing framework:
- MessageHeader and MessageBlock abstractions
- SequencedData and UnsequencedData handling
- PacketHeader processing
- Event and delegate-based callback infrastructure
|
| High Performance |
Optimized for low-latency environments:
- Efficient message dispatching
- Template-based compile-time optimizations
- Minimal abstraction overhead
- Designed for high-throughput market data streams
|
| Core Utilities |
Common reusable infrastructure:
- Delegate and callback utilities
- Endpoint and UDP endpoint abstractions
- Constants and protocol type definitions
|
| Packaging |
Complete development package:
- Pre-compiled binaries for supported platforms
- Full API documentation (Doxygen generated)
- Header files for ITCH 5.0, MoldUDP64, and SoupBinTCP
- Core networking and event framework components
|
|
Supported Platforms
|
Supported OS:
Supported Compilers:
- GCC 11+
- MS Visual Studio 2022+
Architecture:
|
EPAM B2BITS ITCH Market Data Handler is now available in a 30-day trial version.
Software escrow is available on demand.
sales@b2bits.com