New architectures, successively introduced by exchanges, create huge technological challenges for their members, while simultaneously opening up interesting new chances. Deutsche Börse AG delivers with the introduction of the T7 trading system no longer any software for the market’s API access, but offers simply a number of APIs for reference data, market data and transactions instead. With our Exchange Tools, these APIs can be accessed for test and analysis purposes. Technical and functional aspects of the interfaces become combined. Live recording of data is feasible as well as retrospective analysis of redorded data streams. Workflows can be simulated with the transaction interfaces including automated performance tests with mass generated orders and cancellations.
Reference data can be sourced from downloaded files or from a live stream. They are splitted by type and content to csv files used by the other components, in order to translate encoded values in messages.
Market data messages are decoded and either displayed on console or stored in files.
EOBI – Messages from Extended Order Book Interface can be decoded
AMQP/FIXML – Messages based on AMQP can be created and submitted in Request/Reply fashion. Broadcasted or received reply messages are decoded.
AMQP Repo – Messages based on AMQP can be created and submitted in Request/Reply fashion. Broadcasted or received reply messages are decoded.
The tools can be expanded to cover other markets at different exchanges that distribute market data via IP multicast e.g. NASDAQ OMX und NYSE Euronext or accept transactions via FIX gateway e.g. XONTRO. More information about markets at Deutsche Börse AG can be found here.
Refinitiv, Bloomberg and ECB Market Data Integration for Banking Systems.
Analysis for the Markets of the Deutsche Börse AG.
Automated Market Data Administration.
Connectivity and Operations Solution for the Trading Markets.