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JSE FAST/ITCH Market Data Adaptor
B2BITS FAST/ITCH Market Data Adaptor for 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 the data to external FIX clients or to the user's own
messaging infrastructure via a custom transport adaptor.
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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
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 |
| GUI Admin FIXICC® |
Monitor Feed health and statistics, get alerts on downtime,
switch between primary/backup Exchange sites |
| 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 |
| Well packaged |
JSE/NSX Market Data is delivered in several different forms:
- FIXEdge Market Data - fan-out messages to FIX session or to
proprietary messaging infrastructure (with the
help of user developed transport adaptor)
- FIXAntenna® C++ library - API to open the connection, receive
security definitions, snapshots, increments, news and security
statuses via call-back
|
| 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:
- MS VS 9, 10. GCC 4.4.x or higher
|
B2BITS JSE/NSX Market Data is now available in a 30-day trial
version.
Software escrow is available on demand.
