Market Data Receiver

Basic info

The service allows you to receive, aggregate, compress and transmit to the end user raw market data from the stock market distributed by the NYSE, Nasdaq and CBOE exchanges. The current version provides the following streams of market data:

1. NYSE Pillar – NYSE Pillar BBO (Best Bid Offer) specification for obtaining information about the best market prices (quotes) of trading instruments on the NYSE Arca exchange;
2. NYSE Pillar – NYSE Pillar Trades specification for obtaining information on prices and volumes of done deals on the NYSE Arca exchange;
3. Nasdaq Mold UDP 64 – Nasdaq Best Bid and Offer (QBBO) specification for obtaining information on the best market prices (quotes) of trading instruments on the Nasdaq exchange;
4. Nasdaq Mold UDP 64 – Nasdaq Last Sale (NLS) specification for transmitting information on prices and volumes of done deals on the Nasdaq exchange;
5. Cboe One Equities Feed for obtaining information from the CBOE Exchange.
6. SPBE – MD Binary specification for receiving information about anonymous trade flows (Trades SPB), best prices for buying and selling (BestPrices/L1 SPB), anonymous order queue with a depth of at least 5 levels (L2/OrderDepth SPB), instrument directory (Instruments SPB), statistics on instruments for the current and/or previous trading days (Statistics/Common SPB)
7. MOEX – Market Data Multicast FIX/FAST Platform specification for receiving information about anonymous order and trade flows, as well as market statistics
8. MOEX – SIMBA specification for receiving a stream of best prices, as well as a full order book
9. OKX – Websocket API specification for receiving an Order book channel stream with anonymous orders up to 5 levels deep in the form of two channels – update and cut