Overview

EPAM B2BITS Mit Market Data Handler C++ library.

FAST/ITCH Market Data Adaptor for London 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 LSE Exchange Equity Market feeds

Version: 1.25.0

Main features

• UDP LSE Market Data Feeds access
  • FAST feed:
    • Instrument Definitions
    • Instrument Statuses
    • Statistics
    • Aggregated Order Book
    • Indices
    • News
  • ITCH feed:
    • Instrument Definitions
    • Instrument Statuses
    • Statistics
    • Full depth Order Book
• Automatically fills gap when packages are lost using the recovery methods:
  • TCP Replay
  • Full Snapshot TCP Recovery (in case of later join or major loss)
• LSE feeds arbitration Automatically arbitrates between Feed A and Feed B
• Pure FIX interface
  • Hides FAST/ITCH functionality from the user
  • Automatically applies FAST decoding and ITCH units parsing
  • Provides optional ITCH to FIX conversion
• Dynamic FAST templates - provides ability to load LSE FAST template files and adjust FAST decoder accordingly
• Extendible FIX protocol - allows adding/deleting fields and/or messages, changing attributes
• High performance - the lowest latency among all available software solutions on the market