SGX Titan DT ITCH and OUCH API software development kits (SDKs) are now available from OnixS, for ultra low latency access to market data and execution management.
SGX Titan Derivatives Trading (SGX DT)
The Singapore Exchange Derivatives Trading (SGX DT) market offers both short and long-term interest rates, equity Index futures, options on futures and commodity futures for palm and fuel oil.
The SGX derivatives market is powered by the NASDAQ Genium INET based Titan derivatives trading platform (SGX Titan DT). Direct market access to the SGX Titan DT market is via the ITCH protocol API for market data, and the OUCH protocol for order routing access.
Why SGX Titan DT ITCH and OUCH API SDKs?
The OnixS directConnect: SGX Titan DT direct market access solutions provide ultra-low latency software development kits (SDKs) for SGX Titan DT ITCH and OUCH access.
Key aspects of the OnixS SGX Titan DT ITCH Market Data Handler include:
Order Book management and processing of Real Time Market Data broadcast events.
Processing incremental updates and maintaining the order book image.
Supports ITCH Rewinder (recovery of lost packets) and GLIMPSE (Order Book snapshot recovery).
Instrument static downloaded daily prior to market open and support for the dedicated real-time channel for intraday changes.
SGX TITAN Market by Order (MBO) multicast feed support.
Key aspects of the OnixS Titan DT OUCH Order Routing Handler include:
Supporting the lowest latency, highest through-put API for order entry to SGX DT markets.
Asynchronous Order Entry.
OUCH protocol support to enter, replace, and cancel orders and receive executions.
Order entry (tx) independent of acknowledgement messages (ack).
Order Routing Latency approximately 100-150us.
SGX connectivity is colocation only.
Both SDKs are designed to be integrated with automated trading strategies for market data support and order execution management. They support easy-to-use and flexible APIs designed for rapid integration within trading frameworks and trading strategy architectures supporting high through-put, low CPU load for high-frequency, low latency trading usage.
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The OnixS SDK implementations are pre-tested directly with the SGX Titan DT platform and include service level guarantee that the implementations are production ready and supported on current and future platform enhancements reducing the maintenance overhead based on the SGX TITAN platform changes.
They include fast-start source code reference implementations with client and latency benchmarking samples designed for rapid developer familiarisation and to trading strategies up and running quickly.