EuroTLX MITCH Market Data Handler
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.
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
EuroTLX MITCH Market Data DMA
The EuroTLX MITCH Market Data Handler SDK include:
- Handler library
- Documentation
- Sample projects (Getting Started, Advanced, Benchmark, Backtesting, etc.)