Market Data
Every Feed Format. One Unified Stream.
ITCH, PITCH, FAST, SBE, CME MDP, and direct venue feeds, all normalized into EKL Unified Stream in under 200 nanoseconds. No parsing bottlenecks. No format-specific code paths in your strategy layer.
Protocol Support
Supported Feed Formats
Each format has a dedicated native parser maintained against the current specification. Updates to upstream specs are tracked and deployed within one sprint of a vendor release.
ITCH 5.0
PITCH 2.6
FAST/FIX
SBE 2.0
CME MDP 3.0
OPRA Binary
NYSE OpenBook
Nasdaq TotalView
CBOE One
ICE iLink
Eurex T7 EOBI
LSE Native
FIX 4.2/4.4/5.0
Custom Binary
Normalization Pipeline
From Raw Bytes to Structured Ticks
Each input format is decoded by a native parser, then mapped to EKL Unified Stream fields. The output is a consistent, sequenced event stream regardless of source.
Technical Specifications
Feed Handler Performance
| Metric | Specification | Notes |
|---|---|---|
| Normalization latency (p50) | 180 ns |
Measured at feed handler output, ITCH format |
| Normalization latency (p99) | 310 ns |
Includes occasional cache miss path |
| Feed throughput (sustained) | 4.2M msgs/sec |
Per handler process, single NUMA node |
| Simultaneous format parsers | 14 |
Running concurrently in current release |
| Sequence gap recovery | <50 ms |
Via retransmission request or backup feed |
| Feed redundancy failover | <1 ms |
Active-active; no cold switch needed |
Next Steps
Run the Feed Handler Alongside Your Existing Stack
We support parallel deployment with your current feed infrastructure so you can validate latency improvements without disrupting live trading operations.