Xetra MDI Market Data Handler
The Xetra Market Data Interface ("MDI") is a low frequency interface providing netted market data aggregated at the price level using multicast data feed.
The OnixS directConnect: Xetra MDI Market Data Handler is a software library (component) that supports the Xetra feed using a simple to integrate API.
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 – A service level guarantee that the implementations are production ready 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.