Market data feed handlers are mandatory components of any real time trading system. B2BITS EPAM Systems has invested years of hard work in perfecting software to handle various protocols used for market data distribution. We paid special attention to the performance and robustness of handlers. Market data distributed via the FIX/TCP connections are supported by the super-fast FIX Antenna family products.
The list of supported market data feeds is growing. Contact us at sales@b2bits.com if you do not see the required handler on this page. Software escrow is available on demand.
| Market Data Sources/Protocols | FIX | FAST | NATIVE |
|---|---|---|---|
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 |
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| Chicago Board Options Exchange ( CBOE ) |
__ | __ | Fixed byte proprietary format for Streaming Market and Ticker Data (CSM), recovery support |
| BATS Global Markets ( BATS ) |
__ | __ | BATS TCP and Multicast PITCH |
| London Stock Exchange ( LSE ) |
__ | L1, L2, instrument definition, market statistics, aggregated Order Book UDP delivery | GTP L1, L2, instrument definition, market statistics, full depth Order Book UDP delivery |
| London Metal Exchange ( LME ) |
L1, L2, market statistics, trades, reports | __ | __ |
| Intercontinental Exchange ( ICE ) |
__ | __ | ICE UDP iMpact Multicast |
| B3 - formerly BM&F BOVESPA ( BOVESPA ) |
__ | L1, L2, instrument definition, market statistics, aggregated Order Book UDP delivery | __ |
| CME MDP3 | __ | __ | SBE L1, L2, instrument definition, market statistics, full depth Order Book UDP |
| ACTIV | __ | __ | ACTIV API |
| Australian Stock Exchange ( ASX ) |
L1, L2, market statistics | __ | __ |
| Currenex | L1, L2, non-aggregated Order Book | __ | __ |
| Mercado Español de Futuros Financieros ( MEFF ) |
L1, L2, market statistics, instruments definition | __ | __ |
| FX-EDGE | L1, L2 | __ | __ |
| SaxoBank | Quotes | __ | __ |
| OANDA | L1 | __ | __ |
| Baxter | L1 | __ | __ |
| Fortex | L1 | __ | __ |
| FXCM | L1 | __ | __ |
| The Financial Energy Exchange ( FEX ) |
L1, L2, trade list, instruments definition, market statistics, non-aggregated Order Book | __ | X-Stream OMX |
| Lime Brokerage | Quotes, trade list | __ | Citrus Quotes API |
| KOSPI | __ | __ | L1, L2, trade list, instruments definition KOSPI API |
| FX-Works | L1, Order Book | __ | __ |
| JSE/NSX | __ | L1, L2, instrument definition, market statistics, aggregated Order Book UDP delivery | ITCH L1, L2, instrument definition, market statistics, full depth Order Book UDP delivery |
To review exchange protocol XML definitions and templates for FAST, contact us at SupportFIXAntenna@epam.com.