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Each Trading Venue has its own combination of transport, message format and conventions for market data and order management. Whisperer normalises these differences via a common interface whilst preserving the key semantic details of the original messages.

Getting Started

As with our previous SBE offering, MarketFactory provides a reference client implementation in Java, using a Zero-GC, single threaded implementation model. This is based on the the SBE reference sources and illustrates the end result of using the the Real Logic compiler against the Whisperer Enterprise SBE Schema to generate compilable codec stubs and integrating the generated code with a higher level interface that supports the desired pricing and trading workflows.

Equivalent steps may be adopted for for C++ or .NET (as preferred),

SBE

The Whisperer Enterprise interface is founded on the Simple Binary Encoding (SBE) protocol which was commissioned by the CME in 2013, and has become the de facto successor to FIX / FAST. 

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• Existing client FIX engine and technology can be used with minimal effort, by coding against our Quickfix Data Dictionary.
• Use of both interfaces is supported, e.g. a Client may use the direct SBE interface for Market Data, whilst integrating via FIX for Orders.

Getting Started

As with our previous SBE offering, MarketFactory provides a reference client implementation in Java, using a Zero-GC, single threaded implementation model. This is based on the the SBE reference sources and illustrates the end result of using the the Real Logic compiler against the Whisperer Enterprise SBE Schema to generate compilable codec stubs and integrating the generated code with a higher level interface that supports the desired pricing and trading workflows.

Equivalent steps may be adopted for for C++ or .NET (as preferred),

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The Whisperer Enterprise implementation employs the latest Simple Binary Encoding - version="1.0 Final Standard"

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• .

References

Standards

https://www.fixtrading.org/standards/sbe/ - Provides FPL SBE specification documentation.

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