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

ExchangeNative Order FlowFIX Order FlowMarket Data
B3 (stock exchange) (aka BM&FBovespa)FIXFIX4.4UMDF (FASTFIX)
Bolsa Mexicana de ValoresFIX4.4 - version 2.4INTRA (UDP) / SIVA (TCP)
BIVAOUCHFIX 5.0ITCH
Boston Options ExchangeSAIL4.2HSVF
CboeBOE4.2PITCH
Chicago Mercantile ExchangeFIXiLinkSimple Binary Encoding
Montreal ExchangeSAIL4.2HSVF
NasdaqOUCH 4.2 Client-ITCH5.0
NYSEPillar4.2
TSXFIX ClientTSX-FIXQUANTUMFEED
Aequitas NeoFIXFIXNITCH

Europe

ExchangeNative Order FlowFIX Order FlowMarket Data
Cboe EuropeBOE4.2PITCH
EurexETI4.4EOBI / FIX/FAST
EuronextSBE-SBE
Borsa Italiana IDEM DerivativesSAIL4.2HSVF
Liffe---
London Stock ExchangeMillennium5.0sp2GTP
Moscow Exchange (MICEX)MTESRL-TSMR4.4FIX/FAST
Moscow Exchange (RTS)Plaza24.4FIX/FAST
Oslo Børs (Derivatives)SAIL4.2HSVF
Oslo Børs (Equities)Millennium(5.0)ITCH and FIX/FAST
London Stock Exchange UK DerivativesSAIL (Native)4.2HSVF
Turquoise Millennium GTP
Warsaw Stock ExchangeUTP4.4XDP
XetraETS4.4FIX/FAST

Asia

ExchangeNative Order FlowFIX Order FlowMarket Data
Taiwan Stock ExchangeTMP (TWSE Message Protocol)4.4
Taipei ExchangeTMP (TWSE Message Protocol)4.4
Tokyo Stock ExchangeArrowhead4.2FLEX
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: Hey, those are Macron instructions!
gollark: Ah yes, PHP.
gollark: Just use a general algebra doer™ and simplify it to 1.
gollark: That would have been mean and thus impossible.
gollark: No.

References

    This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.