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.

JSE_NSX_mds _preview _v2

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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:
  • Windows, Linux
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.