List of electronic trading protocols
Communications on electronic trading platforms are based on a list of well-defined protocols.
Although FIX protocol has grown significant market share, the exchange specific protocols (also called "Native" interfaces) have found a strong backing with people using low latency trading.
Protocols used by electronic exchanges
List of Electronic Exchanges along with the protocols they currently expose as their E-Trading interface.
Americas
| Exchange | Native Order Flow | FIX Order Flow | Market Data |
|---|---|---|---|
| B3 (stock exchange) (aka BM&FBovespa) | FIX | FIX4.4 | UMDF (FASTFIX) |
| Bolsa Mexicana de Valores | FIX | 4.4 - version 2.4 | INTRA (UDP) / SIVA (TCP) |
| BIVA | OUCH | FIX 5.0 | ITCH |
| Boston Options Exchange | SAIL | 4.2 | HSVF |
| Cboe | BOE | 4.2 | PITCH |
| Chicago Mercantile Exchange | FIX | iLink | Simple Binary Encoding |
| Montreal Exchange | SAIL | 4.2 | HSVF |
| Nasdaq | OUCH 4.2 Client | - | ITCH5.0 |
| NYSE | Pillar | 4.2 | |
| TSX | FIX Client | TSX-FIX | QUANTUMFEED |
| Aequitas Neo | FIX | FIX | NITCH |
Europe
| Exchange | Native Order Flow | FIX Order Flow | Market Data |
|---|---|---|---|
| Cboe Europe | BOE | 4.2 | PITCH |
| Eurex | ETI | 4.4 | EOBI / FIX/FAST |
| Euronext | SBE | - | SBE |
| Borsa Italiana IDEM Derivatives | SAIL | 4.2 | HSVF |
| Liffe | - | - | - |
| London Stock Exchange | Millennium | 5.0sp2 | GTP |
| Moscow Exchange (MICEX) | MTESRL-TSMR | 4.4 | FIX/FAST |
| Moscow Exchange (RTS) | Plaza2 | 4.4 | FIX/FAST |
| Oslo Børs (Derivatives) | SAIL | 4.2 | HSVF |
| Oslo Børs (Equities) | Millennium | (5.0) | ITCH and FIX/FAST |
| London Stock Exchange UK Derivatives | SAIL (Native) | 4.2 | HSVF |
| Turquoise | Millennium | GTP | |
| Warsaw Stock Exchange | UTP | 4.4 | XDP |
| Xetra | ETS | 4.4 | FIX/FAST |
Asia
| Exchange | Native Order Flow | FIX Order Flow | Market Data |
|---|---|---|---|
| Taiwan Stock Exchange | TMP (TWSE Message Protocol) | 4.4 | |
| Taipei Exchange | TMP (TWSE Message Protocol) | 4.4 | |
| Tokyo Stock Exchange | Arrowhead | 4.2 | FLEX |
| Singapore Exchange Securities Trading (SGXST) | OMEX | - | |
| Singapore Exchange Derivatives Trading (SGXDT) | OMEX | - | |
| Hong Kong Stock Exchange (HKSE) | OCG | - | OMD |
| Hong Kong Futures Exchange (HKFE) | OMEX | - | OMD |
gollark: If it's in green anyway.
gollark: Ah, it looks very hackery, you see.
gollark: processor : 0vendor_id : AuthenticAMDcpu family : 23model : 1model name : AMD Ryzen 3 1200 Quad-Core Processorstepping : 1microcode : 0x800111ccpu MHz : 3410.279cache size : 512 KBphysical id : 0siblings : 4core id : 0cpu cores : 4apicid : 0initial apicid : 0fpu : yesfpu_exception : yescpuid level : 13wp : yesflags : fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush mmx fxsr sse sse2 ht syscall nx mmxext fxsr_opt pdpe1gb rdtscp lm constant_tsc rep_good nopl nonstop_tsc cpuid extd_apicid aperfmperf pni pclmulqdq monitor ssse3 fma cx16 sse4_1 sse4_2 movbe popcnt aes xsave avx f16c rdrand lahf_lm cmp_legacy svm extapic cr8_legacy abm sse4a misalignsse 3dnowprefetch osvw skinit wdt tce topoext perfctr_core perfctr_nb bpext perfctr_llc mwaitx cpb hw_pstate sme ssbd sev vmmcall fsgsbase bmi1 avx2 smep bmi2 rdseed adx smap clflushopt sha_ni xsaveopt xsavec xgetbv1 xsaves clzero irperf xsaveerptr arat npt lbrv svm_lock nrip_save tsc_scale vmcb_clean flushbyasid decodeassists pausefilter pfthreshold avic v_vmsave_vmload vgif overflow_recov succor smcabugs : sysret_ss_attrs null_seg spectre_v1 spectre_v2 spec_store_bypassbogomips : 6989.20TLB size : 2560 4K pagesclflush size : 64cache_alignment : 64address sizes : 43 bits physical, 48 bits virtualpower management: ts ttp tm hwpstate eff_freq_ro [13] [14]
gollark: I mean, you might accidentally hack into the pentagon, and then if you hit the virtual firewall they'll backtrace your IP with visual basic.
gollark: Yes, well.
References
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