BATS: BYX, BZX, EDGA, EDGX Full Order Depth
dxFeed Live Sample: BATS
BATS full order depth feed (Multicast PITCH) provides real-time depth of book quotations and execution information for BYX, BZX, EDGA, EDGX exchanges.
See: BATS website
Data type: U.S. Equities
- Real-time: direct data feed.
- Historical: complete tick-level historical data up to previous trading day. Arbitrary portions controlled replay and hosted analytics.
- Devexperts high performance datafeed APIs;
- Raw feed.
- Feed received directly from Nasdaq;
- 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.