Corvil | Trading Decoders

Comprehensive Cover

CorvilNet’s Trading decoder pack contains real-time decoders for native trading protocols across most major markets, including equities, derivatives and FX. The pack also includes decoders for multiple versions/variants of FIX and middleware protocols.

Trading Analytics

Many of the trading protocol decoders also include analysis functionality such as order state tracking, fill rate reporting and analysis of embedded exchange timestamps. For example, an order and all its related messages including modifies, partial fills, cancels, etc. are tracked in an order flow decoder. The CorvilNet product leverages this functionality to report fill rate for a given set of orders and show all messages associated with an order with corresponding nanosecond timestamps.

Supported Trading Decoders

Provider/Venue	Protocol	Use	Corvil Decoder
Alpha Trading	FIX	Transaction	Alpha-FIX
Alpha Trading	EMAPI	Transaction/ MarketData	Alpha-EMAPI
Americas Trading Group	FIX	Transaction	AmericasTradingGroup-FIX
Arista	Arista LANZ Feed	Transaction/ Market Data	Arista-LANZ
ASX - Australian Stock Exchange	FIX	Transaction	ASX-Trade24-FIX
ASX - Australian Stock Exchange	OUCH	Transaction	ASX-OUCH
BATS	FIX	Transaction	BATS-FIX
BATS	BATS Europe Binary Order Entry (BOE)	Transaction	BATS-Europe-BinaryOrderEntry
BATS	BATS Binary Order Entry (BOE)	Transaction	BATS-BinaryOrderEntry
BME Spanish Exchanges	FIX	Transaction	BME-SpanishExchanges-FIX
Borsa Italia	TradElect	Transaction	LSE-TradElect
Borsa Italia	FIX	Transaction	Borsaltaliana-FIX
Borsa Italia	Millennium Native Trading	Transaction	Borsaltaliana-Native Trading
Burgundy	Burgundy EMAPI	Transaction/ Market Data	Burgundy-EMAPI
CBOE	CMi Protocol (trading spec only)	Transaction	CBOE-CMi
CBOE	CMi version 2	Transaction	CBOE-CMi-v2
CHI-X	CHI-X Australia FIX	Transaction	CHIX-Australia-FIX
CHI-X	CHI-X Canada FIX	Transaction	CHIX-Canada-FIX
Chicago Mercantile Exchange (CME)	FIX	Transaction	CME-iLink-FIX
Corvil	Corvil Latency Feed	Transaction/ Market Data	Corvil-LatencyFeed
Corvil	Corvil Correlation Feed	Transaction/ Market Data	Corvil-Correlation-Mapping
Corvil	Test CSV decoder	Transaction/ Market Data	TestCSV
Currenex	FIX	Transaction	CURRENEX-FIX
Deutsche Boerse	Eurex v12 Enhanced Transaction Solution	Transaction	DBS-Eurex-ETS
Deutsche Boerse	Eurex v13 Enhanced Transaction Solution	Transaction	DBS-Eurex-ETS-13
Deutsche Boerse	Eurex v14 Enhanced Transaction Solution	Transaction	DBS-Eurex-ETS-14
Deutsche Boerse	Eurex Enhanced Trading Interface	Transaction	DBS-Eurex-ETI
Deutsche Boerse	Eurex FIX	Transaction	DBS-Eurex-FIX
Deutsche Boerse	Xetra Enhanced Transaction Solution	Transaction	DBS-Xetra-ETS
Direct Edge	FIX	Transaction	DirectEdge-FIX
Direct Edge	MEP / XPRS (binary order entry)	Transaction	DirectEdge-Edge-XPRS
FIX Protocol Limited	FIX	Transaction	FIX
Hong Kong Exchanges (HKEx)	AMS3 OpenGateway	Transaction	HKEx-AMS3-OpenGateway
Hong Kong Mercantile Exchange (HKMEx)	EMAPI	Transactions (On request)	HKMEx-EMAPI
IBM	Low Latency Messaging (LLM)	Transaction/ Market Data	IBM-WebSphereMQ-LLM
ICE	FIX	Transaction	ICE-FIX
Informatica / 29 West	LBM	Transaction/ Market Data	LBM
International Securities Exchange (ISE)	FIX	Transaction	FIX
International Securities Exchange (ISE)	Optimise Direct Trading Interface (DTI)	Transaction	ISE-Optimise-DTI
Johannesburg Stock Exchange	TradElect	Transaction	LSE-TradElect
Korea (KRX)	KRX/Koscom PowerBASE Order-Entry API	Transaction	KRX-Korea-PowerBASE-NFS
Korea (KRX)	KRX KMAP order-entry API	Transaction	KRX-KMAP
London Metals Exchange	LME FIX	Transaction	LME-FIX
London Stock Exchange	LSE-FIX	Transaction	LSE-FIX
London Stock Exchange	Millennium Native Trading	Transaction	LSE-Millennium-NativeTrading
London Stock Exchange	Turquoise FIX	Transaction	Turquoise-FIX
London Stock Exchange	TradElect	Transaction	LSE-TradElect
London Stock Exchange	Interactive	Transaction	LSE-TradElect
Millennium IT	Millennium IT FIX	Transaction	Millennium-IT-FIX
NASDAQ OMX	FIX	Transaction	NASDAQ-FIX
NASDAQ OMX	Nasdaq FIX Lite	Transaction	NASDAQ-Flite
NASDAQ OMX	Nasdaq OUCH v3.3	Transaction	NASDAQ-OUCH-3
NASDAQ OMX	Nasdaq OUCH v4.2	Transaction	NASDAQ-OUCH-4
NASDAQ OMX	NASDAQ OMX Nordic OUCH	Transaction	NASDAQ-OMX-OUCH-NORDIC
NASDAQ OMX	NOM2 Ouch to Trade Options (OTTO)	Transaction	NASDAQ-NOM2-OTTO
NASDAQ OMX	NOM2 Specialized Quote Interface (SQF)	Transaction	NASDAQ-NOM2-SQF
NASDAQ OMX	Nasdaq RASHport	Transactions (On request)	NASDAQ-RASHport
National Stock Exchange of India (NSE)	NEAT Futures and Options	Transactions (On request)	NSE-India-NEAT-FuturesAndOptions
NYSE Euronext	NYSE Euronext UTP-Direct	Transaction	NYSE-UTPDirect
NYSE Euronext	NYSE US CCG Binary (UTP-Direct)	Transaction	NYSE-UTPDirect-US
NYSE Euronext	NYSE CCG FIX	Transaction	NYSE-UTP-CCG-FIX
NYSE Euronext	NYSE Liffe CCG Binary	Transaction	NYSE-LIFFE-CCG-Binary
NYSE Euronext	ArcaDirect 4.x	Transaction	NYSE-ArcaDirect-4
NYSE Euronext	Arca MarketMaker Direct	Transaction	NYSE-ArcaMarketMakerDirect
Osaka Stock Exchange	Trading Interface	Transactions (On request)	OsakaSE-TradingInterface
Oslo Bors	Native Trading	Transaction	OsloBors-NativeTrading
Pure Trading (CNSX market)	STAMP	Transaction/ Market Data	TorontoSX-STAMP
Singapore Stock Exchange (SGX)	SGX FIX Trading Interface	Transaction	SGX-QuestST-FIX
Swiss Stock Exchange (SIX)	SWX Capacity Trading Interface	Transaction	SWX-CTI
Swiss Stock Exchange (SIX)	SWX Standard Trading Interface	Transaction	SWX-STI
Swiss Stock Exchange (SIX)	Swiss Exchange OUCH market data interface (OTI)	Transaction	SIX-OUCH
Thailand Stock Exchange (SET)	EMAPI	Transaction/ Market Data	SET-EMAPI
Tibco	Tibco Rendezvous	Transaction/ Market Data	Tibco-Rendezvous
TMX group	STAMP	Transaction/ Market Data	TorontoSX-STAMP
TMX group	MX SAIL	Transaction/ Market Data	MontrealExchange-SAIL
Tokyo Stock Exchange (TSE)	Arrowhead ESP	Transaction	TokyoSE-Arrowhead-ESP
Tokyo Stock Exchange (TSE)	Tdex+order-entry	Transaction	TokyoSE-Tdex+

Decoders

Click here to download the full supported Protocol List

Corvil-DecodersPDF355 kB