The Universal Trading Platform Market Data Feed provides high speed real-time market data for NYSE Euronext markets via multicast. This feed is disseminated through the Wombat Exchange Platform (WEP).
This protocol can be used on both NSC and the new UTP platform.
The benefits of this protocol are the following:
Low latency / Resiliency
- Delivery based on a dual and identical Multicast feed (over 100Mb or 1 Gb)
- Sub millisecond latency under any sustained peak
- Bandwidth control
- Average message size of around 50-60 bytes
- Fixed body message length and multi-message per packet
Common Market Data for all NYX markets
- Technical messages and headers common to all markets and asset classes on UTP
- Common recovery mechanism for all markets on UTP
- Retransmission: Request and Answer in TCP/IP (limited packet size)
- Refresh: Request in TCP/IP and Multicast answer
Content
Message structure allows rich content to be accommodated whilst not impacting performance and latency
Content is divided into:
- Market information: Referential data
- Trade information
- Quotes
- Order book
- Indices
For further information about the Universal Trading Platform Market Data Feed, please click here to be directed to the relevant documentation.
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