FIX-related products and services

NYSE LIFFE XDP Market Data Handler and NYSE LIFFE CCG-direct Trade Handler

Onix Solutions [OnixS] FPL
Alpha House
London SE1 1LB GB

The NYSE LIFFE Universal Trading Platform (UTP) provides seamless, high performance trading across asset classes, global geographies and time zones.


NYSE LIFFE UTP has the following interfaces to the trading engine via the Secure Financial Transaction Infrastructure (SFTI):


  • NYSE LIFFE UTP Exchange Data Publisher (XDP) – market data broadcast
  • NYSE LIFFE UTP Common Customer Gateway (CCG) – FIX 5.0 and CCG-Binary order entry


The OnixS directConnect: NYSE LIFFE UTP XDP Market Data Handler solutions provide an out-of-the-box solution for:


  • Order Book management and processing the FAST (FIX Adapted for Streaming) compressed Real Time Market Data broadcast via A and B multicast streams.
  • Processing incremental updates and maintaining the order book image.
  • Ability to listen to product groups and specific multicast channels.
  • Recovery Channel / Retransmission processing. Missed UPD packets may be requested via a TCP/IP connection.
  • Refresh Service. Provides a snapshot of the order book, at the time of processing, in a FAST compressed message for specific instruments.
  • FTP Standing data. Instrument static downloaded daily prior to market open and support for the dedicated real-time channel for intraday changes.


The OnixS directConnect: NYSE LIFFE UTP CCG-Binary solutions provide an out-of-the-box solution for:



  • Supporting the lowest latency CCG-Binary option for order entry to NYSE LIFFE markets
  • The CCG-Binary interface which will be the first choice for all market participants using co-location deployments due to the proximity latency advantages.
  • Supports the embedded CCG Drop Copy Service for order acknowledgements and Trade Executions.
  • Supports transport level optimization and session level state maintenance — ability to tune transport efficiency and provides session level state management.

Asset Class
Listed Derivatives
Domain
Front Office, Order Routing
Functionality
Orders and Execution Reports
Language
C#, C++
Licensing
License + Maintenance, License Only, Maintenance Only
Middleware
In-process
Web site
http://www.onixs.biz/directConnect/nyseliffe.php
Contact
+44 20 7117 0111
Last modified: 2 September 2011 at 9:26 AM ET