FIX-related products and services

JSE FAST/ITCH Market Data Adaptor

B2BITS EPAM Systems Company FPL
41 University Drive, Suite 202
Newtown, PA 18940 US

B2BITS JSE FAST/ITCH Market Data Adaptor for Johannesburg Stock Exchange and other MilleniumIT™ powered platforms is a comprehensive solution suitable for all types of users from information subscribers to individual traders. It supports all the features of JSE/NSX Exchange Equity Market feeds and offers several possibilities for data integration: a standalone FIXEdge market data server and a C++ library. FIXEdge can distribute the data to external FIX clients or to the user's own messaging infrastructure via a custom transport adaptor.


Features:

• Market Data Feeds access:Connects and maintains connections to the Equity Trading JSE/NSX Exchange Feeds via UDP:
  
  • FAST feed (Instrument Definition; Instrument Status; Statistics; Aggregated Order Book; Indices; News)
    
  • ITCH feed (Instrument Definition; Instrument Status; Statistics; Full Depth Order Book)
    
  • Conversion of ITCH data to FIX for easy access
  
  
• Automatically fills gap when packages are lost using high performance recovery methods such as:
  • TCP Replay
    
  • Full Snapshot TCP Recovery in case of later join or major loss
    
  • Automatically arbitrates between JSE Feed A and Feed B
  
  
• Hides FAST/ITCH functionality from the user, automatically applies FAST decoding and ITCH units parsing and an optional ITCH to FIX conversion
  
• Monitor Feed health and statistics, get alerts on downtime, switch between primary/backup Exchange sites
  
• Ability to load JSE FAST template file and adjust FAST decoder accordingly
  
• Ability to add/delete fields and/or messages; change attributes
  
• The lowest latency among all available software solutions on the market
  
• An utility to help with Conformance Test at JSE is available
  

Architecture

Stand alone executable / library

Asset Class

Equities

Coverage

Africa

Domain

Front Office

FAST Version

1.1, SCP 1.1

FIX Version

5.0

Language

C++

Licensing

License + Maintenance, License Only

Platform

Linux, Red Hat Linux, Windows Server (2003/2008)

Technology

1Gb Ethernet

Web site

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

Contact

9082409789