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Market Data Decoders

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Industry leading support for market-data metrics, gap detection and feed-handler latency across all asset-classes and geographies

 

Comprehensive Cover

CorvilNet’s Market Data decoder pack includes support for all major exchange feeds worldwide, including equities, derivatives and FX.  The Market Data decoder pack also supports aggregated and normalised feeds such as Thomson Reuters and NYSE Data Fabric, and feed handler middlewares such as Rendezvous, Informatica/LBM and WebSphere LLM.

Assure Feed Quality and Latency

Is your market data gap-free on arrival?  Is it getting delayed upstream?  The Market Data decoders detect sequence gaps in incoming feeds, and use embedded exchange timestamps to calculate upstream latency.

Corvil works closely with exchanges to keep market data decoders up to date with exchange driven changes, releasing regular updates.

Supported Market Data Decoders 

Provider/Venue

Protocol

Use

Corvil Decoder
Activ Financial Activ Feed - gap-detector/seqnum decoder Market Data ActivFinancial-ActivFeed
Alpha Trading EMAPI Order/MarketData Alpha-EMAPI
Arista Arista LANZ Feed Transaction/Market Data Arista-LANZ
ASX - Australian Stock Exchange ITCH Market Data ASX-ITCH
BATS BATS Multicast PITCH Market Data BATS-Multicast-PITCH
BATS BATS unicast PITCH Market Data BATS-TCP-PITCH
BATS BATS Europe FAST TCP PITCH Market Data BATS-TCP-FAST-PITCH
BATS BATS Europe Multicast PITCH Market Data BATS-Multicast-PITCH
BATS BATS Latency Feed Market Data BATS-Latency-Feed
Baxter FX Baxter FX JMS messages (Trade and Price) Market Data Baxter-FX-JMS
BM&FBovespa BVMF Unified MD Feed (gap detection only) Market Data BVMF-UMDF
BME Spanish Exchanges BME Data Feed Market Data BME-SpanishExchanges-DataFeed
Borsa Italia Infolect Market Data LSE-Infolect-Broadcast
Borsa Italia Millennium ITCH Market Data Borsaltaliana-ITCH
Burgundy Burgundy EMAPI Transaction/Market
Data		 Burgundy-EMAPI
CBOE CQ/LS, BD, MDI feeds Market Data CBOE-ONE
CBOE Current Streaming Market (CSM) feeds Market Data CBOE-CurrentMarket
CHI-X CHI-X Europe Multicast Market Data Market Data CHIX-Europe-MD-Multicast
CHI-X CHI-X Europe TCP Market Data Market Data CHIX-Europe-MD-TCP
CHI-X CHI-X Australia TCP Market Data Market Data CHIX-Australia-MD-TCP
CHI-X CHI-X Australia Multicast Market Data Market Data CHIX-Australia-MD-Multicast
CHI-X CHI-X Canada TCP Market Data Market Data CHIX-Canada-MD-TCP
CHI-X CHI-X Canada Multicast Market Data Market Data CHIX-Canada-MD-Multicast
Chicago Mercantile Exchange (CME) FixFast2 Market Data CME-FIXFAST
Corvil Corvil Latency Feed Other Corvil-LatencyFeed
Corvil Corvil Correlation Feed Other Corvil-Correlation-Mapping
Corvil Test CSV decoder Other TestCSV
Currenex Scratch service Market Data CURRENEX-Scratch
Deutsche Boerse Eurex Enhanced Market Data Interface Market Data DBS-Eurex-EMDI
Deutsche Boerse Eurex v12, v13 and v14 Enhanced Broadcast Solution Market Data DBS-Eurex-EBS
Deutsche Boerse Eurex Market Data Interface Market Data DBS-Eurex-MDI
Deutsche Boerse Xetra Enhanced Broadcast Solution Market Data DBS-Xetra-EBS
Direct Edge EDGEX / EDGE A Market Data DirectEdge-DepthOfBook
Enyx NXFeed Market Data Enyx-NXFeed
FINRA UTP Quotation Data Feed (UQDF) Market Data NASDAQ-UQDF
FINRA UTP Trade Data Feed (UTDF) Market Data NASDAQ-UTDF
FINRA Finra UTP Input feed Market Data FINRA-UTP-Input
IBM Low Latency Messaging (LLM) Middleware IBM-WebSphereMQ-LLM
ICAP EBS Live XML Market Data ICAP-EBSLive-MarketRateFeed-XML
ICAP ICAP Spot Ai XML feed Market Data ICAP-Ai-XML
ICAP ICAP EBS Infinity Market Data ICAP-EBS-Infinity
ICE ICE iMpact Market Data ICE-IMPACT
Informatica / 29 West LBM Middleware LBM
International Securities Exchange (ISE) Depth of Market Market Data ISE-Optimise-MDI
International Securities Exchange (ISE) Top of Book Market Data ISE-Optimise-MDI
International Securities Exchange (ISE) Spread Book Market Data ISE-Optimise-MDI
International Securities Exchange (ISE) Order Book Market Data ISE-Optimise-MDI
International Securities Exchange (ISE) Trade Feed Market Data ISE-Optimise-MDI
International Securities Exchange (ISE) Pre-Open Book Market Data ISE-Optimise-MDI
Johannesburg Stock Exchange Infolect Market Data LSE-Infolect-Broadcast
Johannesburg Stock Exchange ITCH Market Data JSE-ITCH
Korea (KRX) KRX SpotMarket multicast data feed Market Data KRX-Korea-SpotMarket
London Stock Exchange Millennium ITCH Market Data LSE-Millennium-ITCH
London Stock Exchange Millennium FixFast Market Data LSE-Millennium-FIXFAST
London Stock Exchange LSE Group Ticker Plant Market Data LSE-GroupTickerPlant
London Stock Exchange Turquoise Millennium ITCH Market Data Turquoise-ITCH
London Stock Exchange Infolect Market Data LSE-Infolect-Broadcast
NASDAQ OMX Nasdaq Futures Exchnage Market Data feed Market Data NASDAQ-NFX-MD
NASDAQ OMX Nasdaq MOLD Transport headers Market Data NASDAQ-MOLD
NASDAQ OMX Nasdaq MOLD64 Transport headers Market Data NASDAQ-MOLD
NASDAQ OMX Nasdaq Last Sale Market Data NASDAQ-LastSale
NASDAQ OMX Nasdaq Last Sale Plus Market Data NASDAQ-LastSale-Plus
NASDAQ OMX NASDAQ TotalView-ITCH 3.2 Market Data NASDAQ-TotalView-ITCH-3
NASDAQ OMX NASDAQ TotalView-ITCH 4.1 Market Data NASDAQ-TotalView-ITCH-4
NASDAQ OMX NASDAQ TotalView-ITCH 4.x over SoupBinTCP Market Data NASDAQ-TotalView-ITCH-4-TCP
NASDAQ OMX NASDAQ OMX Nordic Derivatives ITCH Market Data NASDAQ-Nordic-Derivatives-ITCH
NASDAQ OMX NASDAQ OMX Nordic TotalView ITCH Market Data NASDAQ-Nordic-Equity-TotalView-ITCH
NovaSparks NovaSparks Market Data Feed Market Data NovaSparks-MarketDataFeed
NYSE Euronext ArcaBook Equities Compacted Market Data NYSE-ArcaBook-Equities-Compacted
NYSE Euronext ArcaBook Equities Uncompacted Market Data NYSE-ArcaBook-Equities-Uncompacted
NYSE Euronext ArcaBook Options Market Data NYSE-ArcaBook-Options
NYSE Euronext ArcaBook XDP Integrated Market Data NYSE-XDP-Integrated
NYSE Euronext NYSE OpenBook Ultra Market Data NYSE-OpenBook-Ultra
NYSE Euronext NYSE Order Imbalances Market Data NYSE-OrderImbalances
NYSE Euronext NYSE BBO Market Data NYSE-BBO
NYSE Euronext NYSE US XDP (header decode) Market Data NYSE-XDP
NYSE Euronext NYSE Liffe US Market Data NYSE-LiffeUS
NYSE Euronext NYSE Liffe UTP Market Data NYSE-Liffe-XDP
NYSE Euronext Euronext Cash Markets Equities Market Data NYSE-UTPMD-EuroCashMarkets
NYSE Technologies NYSE Feed handler output, with LBM transport Market Data NYSE-FeedHandler-LBM
NYSE Technologies NYSE Feed handler output, with TibRv transport Market Data NYSE-FeedHandler-TibRv
Omega ATS (Canada) Omega ITCH Market Data Omega-ITCH
Osaka Stock Exchange Cash markets Market Data Market Data OsakaSE-MDS
OTC Markets OTC Markets Multicast ASCII Market Data OTC-Markets-Multicast-ASCII
OTC Markets OTC Markets Multicast Binary Market Data OTC-Markets-Multicast-Binary
Pure Trading (CNSX market) Pure Trading Level 2 feed (PL2) Market Data TorontoSX-MarketData
Pure Trading (CNSX market) STAMP Transaction/Market
Data		 TorontoSX-STAMP
Russian Trading System (RTS) RTS Market Data over FAST Market Data RussianTradingSystem-FAST
Strike Technologies StrikeLight decoder Market Data StrikeMarketData
SIAC CTA CTA Consolidated Tape System (CTS) Market Data CTS-CQS
SIAC CTA CTA Consolidated Quotation System (CQS) Market Data CTS-CQS
SIAC CTA CTA Partipant Input feed (quotes and trades) Market Data SIAC-CTA-Input
SIAC CTA OPRA Market Data OPRA
SIAC CTA OPRA Participant Input feed Market Data OPRA-Input
Swiss Stock Exchange (SIX) SWX Market Data Interface Market Data SWX-MDI
Swiss Stock Exchange (SIX) Swiss Exchange ITCH market data interface (IMI) Market Data SIX-ITCH
Thomson Reuters Reuters Wire Format (RWF) Market Data ThomsonReuters-RWF
Thomson Reuters Reuters Market Feed (RMDS5) Market Data ThomsonReuters-MarketFeed
Tibco Tibco Rendezvous Middleware Tibco-Rendezvous
TMX group Toronto Market Data (header decodes) Market Data TorontoSX-MarketData
TMX group Toronto eXtreme Message Transfer (XMT) header Market Data TorontoSX-XMT
TMX group Toronto TL2 Market Data TorontoSX-MarketData
TMX group Toronto TL2 Quantum feed (XMT) Market Data TorontoSX-QuantumFeed-TQL2
TMX group STAMP Transaction/Market
Data		 TorontoSX-STAMP
TMX group Montreal Exchange High Speed Vendor Feed Market Data MontrealExchange-HSVF
Tokyo Stock Exchange (TSE) Arrowhead Flex Market Data TokyoSE-Arrowhead-FLEX

 

 

Click here to download the full supported Protocol List

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