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.

Features:

• 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.
  

Architecture

Stand alone executable / library

Domain

Front Office, Order Routing, Proprietary Trading

FAST Version

1.1

FIX Version

5.0

Language

Java

Licensing

License + Maintenance, Maintenance Only

Platform

Linux, Solaris, Windows 2k/XP/Vista, Windows 95/98/Me, Windows NT/2k/XP, Windows Server (2003/2008)

Web site

http://www.b2bits.com/trading_solutions/market-data-solutions/bovespa_fix_fast_adaptor.html

Contact

9082409789