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.

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 |
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 |
Packaged |
The package includes:
- Pre-compiled binaries for chosen platform
- 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.