The OnixS directConnect: ITCH Market Data Handler provide ultra-low latency direct access to ITCH feeds via the ITCH Protocol.
Exchanges (Nasdaq, Nasdaq OMX, ASX, SGX, NZX, and Cboe BATS PITCH) use different application-level ITCH messages depending on the business context. At the same time, both the field data formats and the underlying session-level protocols usually remain the same.
The ITCH Handler uses highly optimized representations of ITCH message variations. It also includes implementations of widely used ITCH Feeds session-level protocols (e.g., MoldUDP64, SoupBinTCP).
The OnixS ITCH Handlers provides
- Efficient messaging.
- Ultra-low latency networking.
- Market data synchronisation (including Late Joining).
- Missed packets detection and recovery.
- Order book building.
- Complete access to the venue data model.
- Configurable threading model.
- Simple and flexible callback-based API.