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. 

_Solutions_MarketDataSolutions_GTP

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:
    • MBO
    • MBP
  • 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:

  • GCC 4.8
  • VS2017 

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

Software escrow is available on demand.

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Documentation

LSE GTP HANDLER DOCUMENTATION
LSE GTP HANDLER API REFERENCE