Trading Decoders

Understand the entirety of your order-flow, across all platforms and venues, with CorvilNet's comprehensive suite of trading protocol 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
Boston Exchange (BOX) SOLA Access Information Language (SAIL) Transaction BOX-SAIL
Burgundy Burgundy EMAPI Transaction/
Market Data
Burgundy-EMAPI
Bursa Malaysia AMP Transaction/
Market Data
BursaMalaysia-AMP
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 Australia OUCH Transaction CHI-X-Australia-OUCH
CHI-X CHI-X Canada FIX Transaction CHIX-Canada-FIX
CHI-X CHI-X Japan OUCH Transaction CHI-X-Japan-OUCH
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 (v14 and v13) Transaction DBS-Xetra-ETS
Direct Edge FIX Transaction DirectEdge-FIX
Direct Edge MEP / XPRS (binary order entry) Transaction DirectEdge-Edge-XPRS
Fidessa  Fidessa API (European MultiMarket Access) Transaction/
Market Data
Fidessa-EMMA
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
ICAP ICAP BrokerTec OUCH Transaction ICAP-BrokerTec-OUCH
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 Millennium Native Trading Transaction JSE-Millennium-Native-Trading
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
Lava LavaFlow binary order entry (FLOUCH) Transaction Lava-FLOUCH
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 Turquoise Native Trading Transaction Turquoise-NativeTrading
London Stock Exchange TradElect Transaction LSE-TradElect
London Stock Exchange Interactive Transaction LSE-TradElect
Miami Exchange (MIAX) MIAX Express Interface (MEI) Transaction MIAX-MEI
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
National Stock Exchange of India (NSE) Non-NEAT Futures and Options Transactions
(On request)
NSE-India-NonNEAT-FuturesAndOptions
NYSE Designated MarketMaker protocol Transaction NYSE-DMM
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
SIX Swiss Exchange Quote Trading Interface Transaction SWX-QTI
SIX Swiss Exchange SWX Capacity Trading Interface Transaction SWX-CTI
SIX Swiss Exchange SWX Standard Trading Interface Transaction SWX-STI
SIX Swiss Exchange 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+
Warsaw Stock Exchange Order Entry Protocol Transaction WSE-CCG

 

 

Click here to download the full supported Protocol List