EPAM B2BITS Market Data Handler for the London Stock Exchange
Group - Group Ticker Plant (GTP) platform (B2BITS GTP Handler) is a
comprehensive solution that is suitable for all types of users,
from information subscribers to individual traders, and supports
all the features of
The Group Ticket plan market feeds .
The LSEG Group Ticker Plant is a consolidated real-time market
data technology, delivering real-time market data via binary
protocol with exceptional levels of performance and low latency. It
is a multi-asset class market data solution that supports Cash
Equities, Fixed Income (both Bonds and Warrants) and
Derivatives.
B2BITS GTP Handler supports all the markets listed in the
The Group Ticket plan documentation , including London Cash
Equity markets (LSE); Borsa Italiana Cash Equity markets (MTA,
SeDex and ETFs); Borsa Italiana Derivatives markets (IDEM); Borsa
Italiana Fixed Income markets (MOT); Borsa Italiana Trading After
Hours (TAH); EuroTLX markets (ETLX); Turquoise Cash Equity markets
and TRADEcho APA Trade reports and SI quotes.
Features
Feature
Description
LSE GTP Market Data
Feeds access
Connects and maintains connections to the London
Stock Exchange
GTP Market Data Feeds via UDP:
Incremental Level 1, 2
Snapshot service:
Indices
Supported Market
Data types
All Data types available at LSE GTP are supported:
Instrument Definitions
Instrument Statuses
Statistics:
Trade number and trade volume;
official opening/closing price;
session high/low/VWAP prices;
Best Closing Bid and Ask;
Turnover;
52-week Trade High and Low price;
Volatility;
Open Interest;
Aggregated Order Book
Indices
Full depth Order Book
Auto recovery
Automatically fills gaps when packages are lost using the
following recovery methods:
TCP Replay
Full Snapshot TCP Recovery (in case of later join or major
loss)
GTP feeds
arbitration Automatically arbitrates between Feed A and Feed
a
Flexible
API
Simple API to subscribe to
and receive reference data and/or live market data events via
callback interfaces. Several levels of interaction with the client
application:
Message API receives instrument market data messages tthat are
sequenced, recovered and synchronized by the handler;
Connection API extends handler connectivity with custom
sockets;
Set of tools that captures live market data in a file, plays
the data back with an original or custom rate, or decodes the data
in text, and writes down into separate file.
High-level
interface Simple API that receives product and instrument
definitions, market data events and order book updates via
call-back interfaces
Low-level
interface
Simple API that receives market data GTP messages via call-back
interfaces
High performance
The lowest latency among all available software solutions on the
market
Supports
Myricom DBL networking solution with a dedicated thread
pool for incremental messages.
Packaging
The package includes:
Pre-compiled binaries for chosen platforms
API Guide
Set of "Quick Start" samples
Set of utilities with sources:
traffic dump
traffic replay
Pre-compiled binaries for the chosen platform
Programmer's Guide with code examples
Detailed API Reference
A sample application with source code
Supported
platforms
Supported OS:
Windows 7/8/10
Linux (RedHat, CentOS)
Supported compilers:
EPAM B2BITS LSE GTP Market Data Handler
is now available in a 30-day trial version.
Software escrow is available on demand.