FIX-related products and services
BOVESPA FIX/FAST Market Data Adaptor
B2BITS EPAM Systems Company FPL
41 University Drive, Suite 202
Newtown, PA 18940 US
B2BITS BOVESPA FIX/FAST Market Data Adaptor allows application to subscribe to one or multiple instruments, supports all the features of BMF&Bovespa UMDF and PUMA Market data feeds including mandatory TCP recovery.
- Market Data Feeds access: connects and maintains connections to the BMF& Bovespa UMDF and PUMA Market Data Feeds via UDP:
- Instrument Definition Stream
- Incremental Stream
- Market Recovery stream
- Supported market data types:
- Instrument definitions
- Aggregated and Non-aggregated order books
- Top of the Book
- Trade and Real-time statistics (trade, trade volume, session high/low/VWAP prices, opening/closing prices, settlement prices, theoretical opening prices, opening price, price banding information, Index statistical data)
- Information about current instrument trading status, current trading phase and trading statistics reset
- Automatically fills gap when packages are lost using high performance recovery methods such as: TCP Recovery (primary recovery method), Market Recovery, Natural Refresh, Market Recovery with Natural Refresh.
- Supports both Message and Instrument level sequencing.
- Automatically arbitrates between BOVESPA Feed A and Feed B.
- Hides FAST functionality from user, automatically applies FAST decoding.
- 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.
- API to subscribe/unsubscribe by symbol, API to receive security definitions, snapshots, increments, news and security statuses via call-backs
- Ease of integration with FIX Antenna Java (via API) for further processing of received market data.
Last modified: 12 June 2012 at 9:04 AM ET
- Stand alone executable / library
- Front Office, Order Routing, Proprietary Trading
- FAST Version
- FIX Version
- License + Maintenance, Maintenance Only
- Linux, Solaris, Windows 2k/XP/Vista, Windows 95/98/Me, Windows NT/2k/XP, Windows Server (2003/2008)
- Web site