CurveGlobal is an interest rate derivatives exchange venture launched by the London Stock Exchange Group, a number of leading dealer banks: Bank of America Merrill Lynch, Barclays, BNP Paribas, Citi, Goldman Sachs, J.P. Morgan and Société Générale, and the Chicago Board Options Exchange.
The OnixS directConnect: CurveGlobal HSVF Market Data Handler C++ implementation supports the CurveGlobal High Speed Vendor Feed (HSVF) TCP/IP broadcast interface for trades, quotes, market depth, strategies, bulletins, summaries and other statistics.
It provides ultra-low latency access to the High Speed Vendor Feed (HSVF) market data feed via a TCP/IP interface. It is implemented as an easy-to-use yet flexible and powerful library that could be quickly integrated into the client infrastructure.
Key features include:
CurveGlobal HSVF Market Data Handler
The CurveGlobal HSVF Market Data Handler C++ SDK includes:
Supported London Stock Exchange Group Markets venues include OnixS directConnect solutions for...