https://en.wikipedia.org/wiki/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.
Contents
Protocols used by electronic exchanges[edit]
List of Electronic Exchanges along with the protocols they currently expose as their E-Trading interface.
Americas[edit]
| 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 |
| Chicago Mercantile Exchange | FIX | iLink | Simple Binary Encoding |
| Montreal Exchange | SAIL | 4.2 | HSVF |
| Nasdaq | OUCH 4.2 Client[permanent dead link] | - | ITCH5.0 |
| NYSE | UTP Direct | 4.2[permanent dead link] | |
| TSX | FIX Client | TSX-FIX | QUANTUMFEED |
| Aequitas Neo | FIX | FIX | NITCH |
Europe[edit]
| 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[edit]
| Exchange | Native Order Flow | FIX Order Flow | Market Data |
| * 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 | - | |
| * Futures Exchange (HKFE) | OMEX | - |
References[edit]
- Electronic trading platforms
- Financial markets
- Futures markets
- Derivatives (finance)
- Finance lists
- Financial industry XML-based standards
- Financial metadata
- Lists of network protocols