B2BITS FAST/ITCH Market Data Adaptor for the Johannesburg Stock
Exchange and other MilleniumIT™ powered platforms is a
comprehensive solution, suitable for all types of users from
information subscribers to individual traders. It supports all the
features of JSE/NSX Exchange
Equity Market feeds and offers several possibilities for data
integration: a standalone FIXEdge market data server and a C++ library.
FIXEdge can
distribute data to external FIX clients or to the user's own
messaging infrastructure via a custom transport adaptor.
Features
Feature
Description
JSE/NSX Market Data Feeds
access Connects and maintains connections to the Equity Trading
JSE/NSX Exchange Feeds via UDP:
FAST feed:
Instrument Definition
Instrument Status
Statistics
Aggregated Order Book
Indices
News
ITCH feed:
Instrument Definition
Instrument Status
Statistics
Full depth Order Book
Conversion of ITCH data to FIX for easy access
Auto recovery Automatically fills gap when packages are lost using the
following recovery methods:
TCP Replay
Full Snapshot TCP Recovery in case of later join or major
loss
JSE feeds
arbitration Automatically arbitrates between Feed A and Feed B
Pure FIX
interface Hides FAST/ITCH functionality from the user, automatically
applies FAST decoding and ITCH units parsing and an optional ITCH
to FIX conversion
Dynamic FAST
templates Ability to load JSE FAST template file and adjust FAST decoder
accordingly
Extendible FIX
protocol Ability to add/delete fields and/or messages; change
attributes
High performance The lowest latency among all available software solutions on
the market
Packaging
The package includes:
Pre-compiled binaries for chosen platforms
API Guide
Set of primitive "Quick Start" samples
Software escrow is available on demand
Certification A utility to help with Conformance Test at JSE is
available
Supported
versions JSE FIX 5.0 SP2, JSE FAST 1.1, JSE ITCH
Supported
platforms
Supported OS:
Supported compilers:
GCC 4.8, GCC 6.1 - with C++03 and C++11 ABIs
MS VS2015 & VS2017
Support of Myricom DBL
B2BITS JSE/NSX Market Data is now available in a 30-day trial
version.
Software escrow is available on demand.