Dark Pools Quotes Book

ITCH Protocol: Market Data Feed In Real Time

Which echnanges support ITCH Protocol access for HFT Trading?

Exchange Native Order Flow FIX Order Flow Market Data
B3 (stock exchange) (aka BM&FBovespa) FIX FIX4.4 UMDF (FAST/FIX)
Bolsa Mexicana de Valores FIX 4.4 - version 2.4 INTRA / SIVA TCP
Boston Options Exchange SAIL 4.2 HSVF
Chicago Mercantile Exchange n/a iLink Simple Binary Encoding
Montreal Exchange SAIL 4.2 HSVF
Nasdaq OUCH 4.2 Client - ITCH 5.0
NYSE UTP Direct 4.2
Aequitas Neo FIX FIX NITCH
Cboe Europe BOE 4.2 PITCH
Eurex ETI 4.4 FIX/FAST
Euronext UTP Direct - -
Borsa Italiana IDEM Derivatives SAIL 4.2 HSVF
Liffe - - -
London Stock Exchange Millennium 5.0 sp2 Level-2 ITCH Market Data
Moscow Exchange (MICEX) MTESRL-TSMR 4.4 FIX/FAST
Moscow Exchange (RTS) Plaza2 4.4 FIX/FAST
Oslo Børs (Derivatives) SAIL 4.2 HSVF
Oslo Børs (Equities) Millennium (5.0) ITCH and FIX/FAST
London Stock Exchange UK Derivatives SAIL (Native) 4.2 HSVF
Xetra ETS 4.4 FIX/FAST
Tokyo Stock Exchange Arrowhead 4.2 FLEX
Singapore Exchange Securities Trading (SGXST) OMEX - -
Singapore Exchange Derivatives Trading (SGXDT) OMEX - -
Hong Kong Futures Exchange (HKFE) OMEX - -

Warning! All Exchange and brokers require a monthly fee for using the ITCH protocol connection. The cost of using this type of connection depends on which Exchange you select to get fast quotes and for trading and what tools you need (currency pairs, indices, gold, cryptocurrency).

For example, quotes/trading from FastMuch Exchange using ITCH Protocol cost about 7500 USD per month. CBOE exchange cost about 5000 USD per month. Lmax Exchnange cost about 25 000 USD per month. The cost also depends on your trading volume and initial deposit. The minimum deposit for opening an account with the possibility of trading through the ITCH protocol is from 10,000 USD.

Check Price Table!

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