LSE FAST/ITCH Market Data Adaptor

EPAM B2BITS FAST/ITCH Market Data Adaptor for London 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 LSE Exchange Equity Market feeds and comes as C++ library.

 LSE_Market _Data _ Adaptor

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Feature Description
LSE Market Data Feeds access Establishes and maintains connections to London Stock Exchange market data services (Level1 & Level2 Market Data, News and Indices)  via UDP:

FAST feed:

  • Instrument Definitions
  • Instrument Statuses
  • Statistics
  • Aggregated Order Book
  • Indices
  • News

ITCH feed:

  • Instrument Definitions
  • Instrument Statuses
  • Statistics
  • Full depth Order Book
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)
LSE 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 
  • Provides optional ITCH to FIX conversion
GUI Admin FIXICC™ Monitors connectivity health and statistics, gets alerts on downtime, switches between primary/backup Exchange sites
Dynamic FAST templates Provides ability to load LSE FAST template files and adjust FAST decoder accordingly
Extendible FIX protocol Allows adding/deleting fields and/or messages, changing attributes
High performance The lowest latency among all available software solutions on the market
Packaging The package includes:
  • Pre-compiled binaries for chosen platform
  • API Guide
  • Programmer's Guide with code examples
  • Set of primitive "Quick Start" samples
  • Benchmark tool with sources
  • Handy installer
  • Software escrow is available on demand
Supported versions LSE FIX 5.0 SP2, LSE FAST 1.1, LSE ITCH
Supported platforms

Supported OS:

  • Windows, Linux, Solaris

Supported compilers:

  • GCC 3.4.X, 4.0.X
  • MS Visual Studio 2005/2008/2010

EPAM B2BITS LSE Market Data Adaptor is now available in a 30-day trial version.

Software escrow is available on demand.