MarketData C++
- MilleniumIT powered platform - LSE/JSE
- MOEX/Asts
- MOEX/Spectra
- How to migrate MD application from FA C++ to MD C++ library
- ICE iMpact Market Data Handler
- MarketData FAQs and "How to" articles
- B3 - formerly BM&F BOVESPA
B2BITS MD C++ Library
Available for the following compilers:
- Windows: VS2015 & VS2017
- Linux: gcc4.8, gcc6.1 – with C++03 and C++11 ABIs
Breaking changes
Starting January 1st 2019 some of the market data handlers which were delivered as part of FIX Antenna C++ library will be delivered as a separate package to simplify release process, speed up delivery of updates including bug fixes and to improve integration with customer code.
What changed?
Market data handlers will be released as new standalone product(s) with its own per-handler versions– B2BITS MarketData C++ Library.
- B3 : FIX/FAST (formerly BM&F Bovespa)
- MillenuimIT powered platform - LSE/JSE : ITCH/FAST
- MOEX\Asts : FIX/FAST
- MOEX\Spectra : FIX/FAST