Cboe C2 Multicast PITCH Cboe

Cboe C2 Options Exchange (C2) Multicast Depth of Book (PITCH) market data protocol API is same as the Multicast PITCH protocol used by the Cboe CFE, Bats US Equities and Options exchanges, with the addition of C2 specific messages. C2 market participants use the C2 Multicast PITCH API to receive real-time depth of book quotations and execution information direct from C2. The Multicast PITCH protocol is more timely than the Multicast TOP protocol.

The Cboe C2 Multicast PITCH market data protocol API supports the Spin Server that enables participants to connect via TCP and get the current CFE book quickly in the middle of the trading session without worry of gap request limits supported by the Gap Request Proxy (GRP).

The OnixS directConnect: Cboe C2 Multicast PITCH Market Data Handler is a software component (library) that provides ultra-low latency access to the Cboe CFE Multicast PITCH Data via multicast UDP interfaces.

Key Features

  • Ultra Low latency, high throughput.
  • High-level and easy-to-use API that enable quick integration of Cboe C2 PITCH Data without deep involvement in the specific protocols.
  • Order Books building.
  • Order book recovery via Spin Server and Gap Request Proxy (GRP).
  • Automatic detection and recovery from failure scenarios.
  • 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.

 Cboe PITCH Market data Handler