B3 - formerly BM&FBOVESPA FIX/FAST Market Data Adaptor

Connects and maintains connections to the  B3 - formerly BM&FBovespa PUMA UMDF Market data feeds via UDP:

• Instrument Definition Stream
• Incremental Stream
• Market Recovery stream

All Data types available at PUMA UMDF are supported:

• Instrument definitions 
• Aggregated and Non-aggregated order books 
• Top of the Book 
• Trade and Real-time statistics: 
  • trade and trade volume;
  • session high/low/VWAP prices;
  • opening/closing price;
  • settlement prices;
  • theoretical opening prices;
  • opening price;
  • price banding information;
  • BOVESPA Index statistical data
• Information about current instrument trading status, current trading phase and trading statistics reset

Automatically fills gaps when packages are lost using high performance recovery methods:

• TCP Recovery (primary recovery method)
• Market Recovery
• Natural Refresh
• Market Recovery with Natural Refresh

Supports both Message and Instrument level sequencing.

Automatically arbitrates between Feed A and Feed B

• Simple API to receive market data FIX messages via call-back interfaces
• The transport layer is implemented based on Boost.Asio

Ability to load BOVESPA configuration file and use connection parameters.

Ability to load BOVESPA FAST template file and adjust FAST decoder accordingly.

• The lowest latency among all available software solutions on the market.
• Support  Myricom DBL networking solution

API to subscribe/unsubscribe by symbol, API to receive security definitions, snapshots, increments, news and security statuses via call-backs.

BOVESPA FIX/FAST Market Data Adaptor is delivered with:

• Pre-compiled binaries for a chosen platform
• API Guide
• Programmer's Guide with code examples
• Set of utilities with sources:
• • traffic dump
  • traffic replay
  • FAST to FIX decoder

Supported OS: 

• Windows, Linux

Supported compilers:

• C++ Linux gcc4.8, gcc6.1 - with C++03 and C++11 ABIs
• C++ Windows VS2015 & VS2017
• JDK 1.5 and above