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eSpeed ITCH Market Data Handler

OnixS directConnect: eSpeed ITCH Market Data Handler is a C++ library that provides ultra-low latency access to eSpeed ITCH Market Data Feed via multicast UDP.

Key Features

  • Low latency, high throughput
  • High-level and easy-to-use API that enables quick integration of eSpeed ITCH Market Data without deep involvement in the specific protocols
  • Full Order Books building
  • Automatic detection and recovery from failure scenarios (retransmission and recovery mechanism)
  • Highly configurable logging
  • Getting Started, Benchmark and Backtesting samples designed to get up and running rapidly
  • Light hardware and deployment requirements
  • Full support of all the messages types

eSpeed ITCH Market Data Handler

Supported Message Types

  • Time
  • OrderBookDirectory
  • CombinationOrderBookDirectory
  • SystemEvent
  • OrderBookState
  • TradeStateInformation
  • AddOrder
  • OrderExecuted
  • OrderExecutedWithPrice
  • OrderExecuted2Sided
  • OrderCancel
  • OrderReplace
  • Trade