Market data technical information

Our proprietary real-time data feed and connectivity protocol (CHIX MD Feed) is designed for high-speed data dissemination.  The CHIX MD port is ‘listen only' and is available either as a direct feed or via third party data vendors in a standardised format. 

Participants can use SOUP / TCP market data connectivity for direct point to point connectivity.

Examples of Vendor Market Data Pages

Bloomberg:

MOST IX (GO) details the most active Chi-X stocks
Page EXCH CHIX (GO) provides an overview of Chi-X

The ticker suffix is IX

MOST XC (GO) details the most active OTC stocks

The ticker suffix for Chi-X OTC traded stocks is XC

VOD LN becomes VOD IX
INGA NA becomes INGA IX

Thomson Reuters:

Page (CHIX) details all the Chi-X chain RICs. The RIC suffix is .CHI

E.g. VOD.L becomes VODl.CHI
ING.AS becomes INGas.CHI

Consolidated Market Data

Bloomberg:

Consolidated market depth is available on the function MDM on Bloomberg.
Example: PHIA NA EQUITY MDM
To see consolidated quotes users will be required to Edit Defaults and tick ‘Launch with all exchanges'

(Click on the example above)

Thomson Reuters:

Thomson Reuters provide a consolidated data set using the RIC suffix, ".xbo".
These RICs bring together trading data on a stock, as it occurs including the best bid and offer in that stock across venues. Example: PHG.xbo

CHIX MD Feed

The CHIX MD Feed is the vendor level data feed which disseminates Chi-X Europe's order and execution information in real time.

The feed operates as a series of sequenced messages. Each message is variable in length based on the message type, is composed of printable ASCII bytes and delivered using the CHIX TCP protocol that maintains daily session integrity and recoverability.

CHIX TCP

CHIX TCP is a lightweight point-to-point protocol, built on top of TCP/IP sockets that allow delivery of a set of sequenced messages from a server to a participant in real-time. CHIX TCP guarantees that the participant receives each message generated by the server in sequence, even across underlying TCP/IP socket connection failures.

CHIX TCP participants can send messages to the server. These messages are not sequenced and may be lost in the case of a TCP/IP socket failure.

CHIX TCP is ideal for systems where a server needs to deliver a logical stream of sequenced messages to a participant in real-time but does not require the same level of guarantees for participant generated messages either because the data stream is unidirectional or because the server application generates higher-level sequenced acknowledgments for any important participant generated messages.

CHIX TCP is designed to be used in conjunction with higher level protocols that specify the contents of the messages that CHIX TCP messages deliver. The CHIX TCP protocol layer is opaque to the higher-level messages, except that the messages carried by CHIX TCP may not include the ASCII linefeed character and must be at least 1 byte long.

CHIX TCP also includes a simple scheme that allows the server to authenticate the client on login.