The T7 Extended Market Data Service (EMDS) is a UDP based multicast interface which provides T7 market data, following FIX 5.0 SP2 semantics and is FAST 1.1/1.2 encoded.
The Extended Market Data Service provides participants of T7 with:
- Intraday Settlement prices and Open Interest data (for Derivatives only)
- Trade Price information
Based on an internal, reliable data stream an All Trade Price (ATP) stream is offered which disseminates in real time all trade prices for the T7 cash markets.
Furthermore an additional ‘Replay Service’ is provided which allows users to ‘recover’ from loss for the following data items:
- Intraday Settlement prices,
- Open Interest data and
- Trades from T7 (on-exchange and off-book trades)
Concerning undeferred market data, the Replay service is simply a re-send of the data that was sent out before in realtime to give applications a chance to re-capture data again in its full format. There is no linkage in sequence numbers etc. between the realtime data and the replay data. The replay service for the cash market products is based on the ATP stream mentioned above.
For further questions the Technical Helpdesk is at your disposal.