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EuroTLX MITCH Market Data Handler

EuroTLX

 

EuroTLX SIM S.p.A. ("EuroTLX") is a Multilateral Trading Facility (MTF) for fixed income securities.

The EuroTLX MITCH protocol enables market participants to receive real-time data at the lowest possible latencies.

The EuroTLX MITCH implementation is a real-time multicast market data stream of fixed width binary messages providing real-time information for each instrument traded on EuroTLX markets. It includes support for TCP Replay and Recovery channels.

The OnixS directConnect: EuroTLX MITCH Market Data Handler is a software library (component) that provides ultra-low latency access to the MITCH Market Data via multicast UDP and TCP/IP interfaces.

Key features

  • Low latency, high throughput.
  • High-level and easy-to-use API that enable quick integration of EuroTLX MITCH Market Data without deep involvement in the specific protocols.
  • Maintaining books for subscribed instruments.
  • Automatic detection and recovery from failure scenarios.
  • Flexible filtering.
  • Highly configurable logging.
  • Getting Started, Benchmark and Backtesting samples which are designed to get up and running rapidly.
  • Light hardware and deployment requirements.
  • Agile and adjustable settings.
  • Full support of all the messages types.

OnixS EuroTLX MITCH Market Data Handler

Supported Message Types

Administrative Messages

  • LoginRequest
  • ReplayRequest
  • SnapshotRequest
  • LogoutRequest
  • LoginResponse
  • ReplayResponse
  • SnapshotResponse
  • SnapshotComplete

Application Messages

  • Time
  • SystemEvent
  • SymbolDirectory
  • SymbolStatus
  • AddOrder
  • OrderDeleted
  • OrderModified
  • OrderBookClear
  • OrderExecuted
  • Trade
  • TradeBreak
  • Statistics
  • RecoveryTrade
  • Announcements
  • DailySchedule