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Vinfotech

Platform · Connectivity

FIX connectivity for event-contract trading.

FIX 4.4 and 5.0 SP2 · the same connectivity layer used across global derivatives exchanges. Member firms integrate with familiar protocols, message types, and session semantics, and existing OMS and EMS estates plug in without proprietary protocol work.

Market data

MDP-style incremental and snapshot feeds.

Market data is published via FIX with snapshot and incremental refresh semantics. Top-of-book, depth-by-price, and trade feeds are available with operator-configurable book depth and throttling. Conflation profiles can be tuned per member class.

  • Snapshot + incremental

    MDP-style market data publication with session-level recovery.

  • Top-of-book & depth feeds

    Configurable depth, throttling, and conflation per member tier.

  • Trade & statistics feeds

    Trade tape, OHLC, and aggregate statistics published over FIX.

  • Recovery & gap fill

    Session-level resend, sequence gap detection, and replay.

Order entry

Single and bulk order entry, mass operations.

Order entry supports the institutional repertoire, single order, mass-quote, mass-cancel, and order replace, across the order types implemented by the trading core. Drop copy is first-class for member-firm middle and back office.

  • NewOrderSingle / MassQuote

    Single and quote-list submissions with full FIX semantics.

  • Mass-cancel by symbol / member

    Operator and member-initiated mass-cancel with scope controls.

  • Order replace & modification

    In-place price and quantity modification preserving lineage.

  • Drop copy session

    Dedicated drop copy feed for middle office and post-trade.

Sessions & conformance

Session management built for production.

Standard FIX session semantics, heartbeat, test request, resend request, sequence reset, gap fill, with operator- controlled session lifecycle. We run conformance test suites against member-firm OMS and EMS implementations before production cut-over, and provide reference test harnesses.

  • Conformance test suite

    Structured certification path covering session, market data, and order entry.

  • Reference test harness

    Sample sessions and reference messages for member-firm integration.

  • TLS & dedicated lines

    TLS by default; dedicated cross-connect for institutional members on request.

  • Operator session console

    Live session state, message rates, and reset controls.

Sample FIX message flow
→35=DNewOrderSingle (member submits limit buy)
←35=8ExecutionReport, New (order accepted)
←35=WMarketDataSnapshotFullRefresh
←35=8ExecutionReport, PartialFill
←35=8ExecutionReport, Fill
→35=FOrderCancelRequest (residual cancelled)
Illustrative session, member submits a buy, receives execution reports as fills accrue, and cancels the residual.

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