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 FAST/ITCH Market Data 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:

  • Windows
  • Linux

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.

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Documentation

MilleniumIT Market Data Adapter