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.