Key features

The OnixS directConnect: Nasdaq NFI ITCH Market Data Handler SDK supports the Nasdaq NFI ITCH 3.0 Market Data feed with GLMPSE 3.0 order-book snapshot support. The Nasdaq Fixed Income (NFI) ITCH data feed uses a MoldUDP64 transport containing data describing all public orders and trades that occur on the Nasdaq Fixed Income (NFI) US Treasury alternative trading system (ATS). The GLIMPSE 3.0 order-book snapshot feed is supported in this SDK implementation and complements the ITCH 3.0 feed and uses the same message formats encoded using SoupBinTCP 3.0.

  • Low latency, high throughput
  • High-level and easy-to-use API that enables quick integration of NFI ITCH Market Data without deep involvement in the specific protocols
  • Full Order Books building
  • Automatic detection and recovery from failure scenarios (retransmission and recovery mechanism)
  • Highly configurable logging
  • Getting Started, Benchmark and Backtesting samples designed to get up and running rapidly
  • Light hardware and deployment requirements
  • Full support of all the messages types
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Nasdaq NFI ITCH DMA

Includes
  • Handler library
  • Documentation
  • Sample projects (Getting Started, Benchmark, Backtesting, etc.)

Free 30 day evaluation

Our objective is to provide you with ready to use evaluation SDK download distributions for market access solutions that are specific to your target venue and code base.

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