SGX Titan Derivatives Trading (SGX-DT) Direct Market Access SDK solutions

The Singapore Exchange Derivatives Trading (SGX DT) market offers both short and long term interest rates, Equity Index futures, and options on futures and commodity futures for palm and fuel oil. The SGX Titan Derivatives Trading and Clearing Infrastructure is based on the NASDAQ Genium INET platform. 

The SGX Titan DT ITCH and OUCH APIs provide ultra-low latency trading solutions with multicast market-by-order market data via the ITCH market data feed and order entry via the native OUCH protocol for access to the SGX Titan DT trading engine.

The OnixS directConnect: SGX Titan DT ITCH Market Data SDK Handler and OnixS directConnect: SGX Titan DT OUCH Order Routing SDK Handler implementations provide:

ITCH Market Data: OUCH Order Routing:
  • 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 features of the OnixS SGX Titan ITCH Market Data Handler:

  • Easy-to-use API.
  • Low latency, high throughput.
  • Flexible logging.
  • Arbitration between primary (A) and secondary (B) feeds.
  • Per market segment and per-security filtering.
  • Backtesting facility.

 

  • 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. 

Key features of the OnixS SGX Titan OUCH Trading Handler:

  • Pre-tested - thus saving time and money in integration testing.
  • Supported - service level guarantee that the implementations are production strength, and will support current and future enhancements.
  • Ultra low latency, high through-put, and low CPU load - designed for high-frequency, lowest latency usage.
  • Automated gateway failover.
  • Automated reconnect.
  • Easy-to-use and flexible API - designed for rapid integration within trading strategy architectures, with a common API style for multi-venue implementations.
  • Flexible logging - ability to analyze and diagnose issues and activity quickly
  • Included fast-start source code reference implementations with client and latency benchmarking samples - designed for rapid familiarisation and to get users up and running rapidly.

Singapore Exchange, SGX, the SGX logo are trademarks of the Singapore Exchange. NASDAQ Genium INET, OMNet are trademarks of NASDAQ OMX and OMX AB.