Validus Integrations

Equities Exchanges Standard Interface Messaging Interfaces
NASDAQ Drop Yes FIX
NASDAQ PSX Drop Yes FIX
NASDAQ BX Drop Yes FIX
NYSE Drop Yes FIX
NYSE MKT Drop Yes FIX
NYSE ARCA Drop Yes FIX
BATS-Z Drop Yes FIX
BATS-Y Drop Yes FIX
DIRECT EDGE – E Drop Yes FIX
DIRECT EDGE – A Drop Yes FIX
IEX Drop Yes FIX
CHX Drop Yes FIX
FINRA TRF Drop Yes FIX

 

OMS – Equities & Options Focused Standard Interface Messaging Interfaces
Lightspeed Trader Yes CSV via FTP
Sterling Trader Yes CSV via FTP
DAS Trader Yes CSV via FTP
Flextrade OMS Yes FIX
TRAFiX OMS Yes FIX
Realtick OMS Yes CSV via FTP
LiveVol (IBKR) Yes FIX
TurboTick Yes CSV via FTP
3 Proprietary FIX Integrations No FIX
8 Proprietary CSV Integrations No CSV

 

These integrations generally provide full order-level resolution (e.g. orders, fills, cancels, replaces, rejects, etc.)

Futures Exchanges Standard Interface Messaging Interfaces
CME Drop Yes FIX
COMEX Drop Yes FIX
NYMEX Drop Yes FIX
CBOT Drop Yes FIX
MGEX Drop Yes FIX
ICE US POF Yes FIX
ICE UK POF Yes FIX
EUREX Drop Yes XML
NASDAQ Futures Drop Yes FIX
CFE Drop Yes FIX
Montreal PAR Reports Per Customer CSV via FTP

 

ISV – Futures Focused Standard Interface Messaging Interfaces
CME Audit Trail Yes CSV via FTP
Bloomberg Yes CSV via FTP
CQG Yes CSV via FTP
PATS Yes CSV via FTP
2 Proprietary FIX Integrations No FIX
1 Proprietary CSV Integrations No CSV

 

These integrations generally provide full order-level resolution (e.g. orders, fills, cancels, replaces, rejects, etc.)

Market Data Integrations Standard Interface Messaging Interfaces
CTA / UTP (SIP) Yes Multicast / PCAP
ICE Impact Feed Yes Multicast / PCAP
CME MDP Feed Yes Multicast / PCAP
GDAX Yes
OTCBB Feed No
Silexx Feed No
Reuters Market Data No

 

These integrations generally provide additional reference data which is also included.

Standard Messaging or Business:

• KAFKA
• Google Protocol Buffers
• JIRA Ticketing
• Slack Messaging
• OpenFigi
• FIS GMI
• Reuters Market Data Bus
• FIX over FTP
• CSV over FTP
• 2 Proprietary BUS Integrations
• Start of Day Positions
• IPO Data
• ETB / Locates / Thresholds
• 30-Day ADV
• FINRA OTCBB/Nanocap/Microcap