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