The OnixS directConnect: ITCH Market Data Handler provide ultra-low latency direct access to ITCH feeds via the ITCH Protocol.

Exchanges (Nasdaq, Nasdaq OMX, ASX, SGX, NZX, and Cboe BATS PITCH) use different application-level ITCH messages depending on the business context. At the same time, both the field data formats and the underlying session-level protocols usually remain the same.

The ITCH Handler uses highly optimized representations of ITCH message variations. It also includes implementations of widely used ITCH Feeds session-level protocols (e.g., MoldUDP64, SoupBinTCP).

The OnixS ITCH Handlers provides

  • Efficient messaging.
  • Ultra-low latency networking.
  • Market data synchronisation (including Late Joining).
  • Missed packets detection and recovery.
  • Order book building.
  • Complete access to the venue data model.
  • Configurable threading model.
  • Simple and flexible callback-based API.

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