BATS Direct Access

EPAM provides pre-certified connectivity solutions for direct access to BATS Multicast PITCH Market Data feeds and FIX Order Entry/Drop Copy interfaces.

All solutions described above are equipped with rich UI simplifying configuration and maintenance, as well as allowing monitoring session statuses and parameters in real time on  desktop app or  web browser.

BATS Multicast PITCH adaptor

B2BITS BATS Multicast PITCH adaptor allows an application to receive real-time depth of book quotations, execution information and auction updates, and supports all the features of BATS US Equities/Options Multicast PITCH feeds, including TCP recovery.

• Connects and maintain connection to BATS Multicast PITCH feeds.
• Fully supports Multicast PITCH feeds message flow (Order Modification Messages, Trade messages, Symbol Mapping messages, Trading Statuses, Auction updates).
• Provides ability for order book management
• Automatically applies PITCH units parsing, hides PITCH details from the client.
• Simple API to receive real-time depth of book quotations, execution information and auction update.
• Automatically arbitrates between Primary and Secondary feeds to avoid data loss.
• Provides mechanism for dropped message recovery via TCP/IP connection

BATS FIX Order Entry

BATS FIX Order Entry Engine is a FIX Antenna®-based, low latency solution, designed and pre-configured to fully support BATS US Options and Equities FIX Interfaces.

• Connect and maintain connection to BATS Equities (BZX), BATS Y Equities (BYX) and BATS Options FIX Order Entry and Drop Copy interfaces via TCP.
• Supports Order Entry Interface message flow (Order flow, Executions, Trade Cancel/Correct) and functionality.
• Supports two types of drop copy functionality, Standard FIX Drop and Order by Order FIX Drop for real-time information about order flow.
• Provides ability for order state change tracking.
• Lower latency order processing.
• 100% FIX 4.2 standard compliance.