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SWXess MDI Market Data Handler

SWX trading platform - SWXess



The SIX Swiss Exchange Market Data Interface ("MDI") is the low latency market data interface supported by the SWX trading platform ("SWXess").

SWXess MDI supports FIX 5.0 / FAST 1.1 over multicast providing full order book depth based on a snapshot/delta messaging model

The OnixS directConnect: SWXess MDI Market Data Handler is a software library (component) that provides ultra-low latency access to the SWX Market Data Interface via multicast UDP.

Key features include:

  • Ultra low latency (single digit microseconds), high through-put, and low CPU load – designed for high-frequency and the fastest market data implementation.
  • Supported – service level guarantee that the implementations are production strength, and will support current and future enhancements.
  • Synchronization and recovery – more than just a market data decoder.
  • Individual subscription model allowing the selection of product groups – off loads the book management tasks to a specialized implementation.
  • Easy-to-use and flexible API – designed for rapid integration within trading strategy architectures, with a common API style for multi-venue implementations.
  • History Replay (facilitates back-testing).
  • Configurable threading models.
  • Flexible logging – ability to analyze and diagnose issues and activity quickly.
  • Includes fast-start source code reference implementations with client and latency benchmarking samples – designed for rapid familiarization and to get up and running quickly.

SWXess MDI market data handle.