List of electronic trading protocols

Electronic Trading communications 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 low latency traders.

Protocols used by electronic exchanges

List of Electronic Exchanges along with the protocols they currently expose as their E-Trading interface.

Americas

ExchangeNative Order FlowFIX Order FlowMarket Data
B3 (stock exchange) (aka BM&FBovespa)FIXFIX4.4UMDF (FASTFIX)
Bolsa Mexicana de ValoresFIX4.4 - version 2.4INTRA / SIVA TCP
BIVAOUCHFIX 5.0ITCH
Boston Options ExchangeSAIL4.2HSVF
Chicago Mercantile Exchangen/aiLinkSimple Binary Encoding
Montreal ExchangeSAIL4.2HSVF
NasdaqOUCH 4.2 Client-ITCH5.0
NYSEUTP Direct4.2
TSXFIX ClientTSX-FIXQUANTUMFEED
Aequitas NeoFIXFIXNITCH

Europe

ExchangeNative Order FlowFIX Order FlowMarket Data
Cboe EuropeBOE4.2PITCH
EurexETI4.4FIX/FAST
EuronextUTP Direct--
Borsa Italiana IDEM DerivativesSAIL4.2HSVF
Liffe---
London Stock ExchangeMillennium5.0sp2Level-2 ITCH Market Data
Moscow Exchange (MICEX)MTESRL-TSMR4.4FIX/FAST
Moscow Exchange (RTS)Plaza24.4FIX/FAST
Oslo Børs (Derivatives)SAIL4.2HSVF
Oslo Børs (Equities)Millennium(5.0)ITCH and FIX/FAST
London Stock Exchange UK DerivativesSAIL (Native)4.2HSVF
XetraETS4.4FIX/FAST

Asia

ExchangeNative Order FlowFIX Order FlowMarket Data
Tokyo Stock ExchangeArrowhead4.2FLEX
Singapore Exchange Securities Trading (SGXST)OMEX-
Singapore Exchange Derivatives Trading (SGXDT)OMEX-
Hong Kong Futures Exchange (HKFE)OMEX-

References

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