The LSEG GTP real-time market data feed technology is a standardised consolidated market data feed protocol used by the various LSEG venues. GTP is design on a common architecture supporting multi-asset class (Cash Equities, Fixed Income and Derivatives) low latency market data feed solution. The GTP feed disseminates market data via multicast, broadcast in UDP network packets, and delivered over load balanced IP multicast channels. These IP multicast channels support TCP/IP replay (message gaps up to 65,000 most recent) and recovery services (for recovery from larger gaps).
The LSEG GTP feed is supported on multiple LSEG venues including London Cash Equity markets (LSE), Borsa Italiana Cash Equity markets (MTA, SeDex and ETFs), Borsa Italiana Derivatives markets (IDEM), Borsa Italiana Fixed Income markets (MOT), Borsa Italiana Trading After Hours (TAH), EuroTLX markets (ETLX), Turquoise Cash Equity markets and TRADEcho APA Trade reports and SI quotes.
The OnixS directConnect: LSE GTP Market Data Handler SDK implementation key features include:
- Multicast broadcast UDP real-time Level 2 Incremental Service support.
- Automatic detection and recovery from failure scenarios including TCP/IP Replay and TCP/IP Recovery service support.
- Low latency, high throughput.
- High-level and easy-to-use API that enables quick integration of the GTP feed without deep involvement in the specific protocol.
- Flexible filtering.
- Highly configurable logging.
- Full support of all GTP messages types.
- Getting Started, Benchmark and Backtesting samples which are designed to get up and running rapidly.
LSE GTP Market Data Handler SDK
The OnixS directConnect: LSE GTP Market Data Handler SDK includes:
- Handler library
- Fast-start reference implementation source code sample projects (Getting Started, Advanced, Benchmark, Backtesting, etc.)
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