OnixS directConnect
B3 Binary Unified Market Data Feed (UMDF) SBE Market Data Handler SDK
The B3 Binary Unified Market Data Feed (UMDF) SBE based feed disseminates event-based bid, ask, trade, and statistical data for the B3 Exchange.
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Main features
The B3 Binary Unified Market Data Feed (UMDF) based feed uses Simple Binary Encoding (SBE) encoding techniques based on the FIX message specifications and schema templates that specify the components of a messages as well as the data types and identifiers.
The Simple Binary Encoding (SBE) format is a fixed position, fixed field length protocol supporting direct access to data, therefore avoiding the need for management of multiple variable-length elements which must be sequentially processed. This makes it easier for consuming systems to scan the message for key fields to determine whether or not to process the message.
The B3 Binary Unified Market Data Feed (UMDF) feed provides:
- Market data feed for the Equities, Derivatives and FX market segments on the B3 PUMA Trading System platform.
- Lower latency dissemination versus the previous FIX FAST UMDF feed.
- Less CPU intensive.
- Increased timestamp granularity.
- Improved market state granularity.
- Independence between number of events, messages, and packets, including multiple messages per packet, and a single event over multiple packets.
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Further information
The OnixS directConnect: B3 Binary Unified Market Data Feed (UMDF) SBE Market Data Handler SDK implementation features include:
- Support for Market By Order (MBO) full book depth.
- Easy-to-use API.
- Support for the SolarflareTM ultra-low latency ef_vi API.
- Low latency and low CPU load.
- Complete access to the venue data model.
- Incremental Book Management.
- Arbitration between A and B feeds.
- Synchronisation of client systems to the latest market state.
- Per-symbol and sub-channel filtering.
- Multiple channels are supported simultaneously.
- Ability to handle multi-homed hosts.
- Multithreaded architecture.
- Flexible logging.
- Flexible licensing terms and service level based support.
- Source Code Escrow.
B3 Binary Unified Market Data Feed (UMDF) SBE Market Data Handler SDK
All solutions are fully maintained and quick to implement B3 Direct Market Access solutions.
Includes
The OnixS directConnect: B3 Binary Unified Market Data Feed (UMDF) SBE Market Data Handler SDK includes:
- Handler library
- Documentation
- Sample projects (Getting Started, Advanced, Benchmark, Backtesting, etc.)
Platforms supported
The OnixS directConnect: B3 Binary Unified Market Data Feed (UMDF) SBE Market Data Handler SDK solutions are implemented on multiple platforms including Windows C++, Linux C++ (RedHat, CentOS, Ubuntu, etc) , and.NET.