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dxFeed Live Sample: BATS

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BATS BZX and EDGX Top, Last Sale and Full Order Depth feeds (Multicast PITCH) provide real-time top and depth of book quotations and execution information for BZX and EDGX exchanges.

See: BATS website

Data type: U.S. Equities

Available in:
  • Real-time: direct data feed.
  • Historical: complete tick-level historical data up to previous trading day. Arbitrary portions controlled replay and hosted analytics.
We offer:
  • Feed received directly from BATS U.S.;
  • Configurable conflation and throttling to control downstream systems pressure;
  • Efficient in-transit wire data compression;
  • Feed handler and messaging infrastructure with low hardware footprint;
  • 24×7×365 monitoring and support.