Market Data

Market Data Integration Information

The BATS Chi-X Europe team is working to make the integration of Chi-X Europe Limited (Chi-X Europe) and BATS Trading Limited (BATS Europe) a smooth process for everyone involved. Key information relating to the technical delivery and commercial structures around BATS Chi-X Europe market data is listed below.

Separate Logical Data Streams

As now, post integration the BATS Europe and Chi-X Europe order-books will generate logically separate streams of market data. Therefore BATS Chi-X Europe will not be offering a consolidated feed.

Data Feed Protocols in use

Effective upon integration, the Chi-X Europe data feed protocols will be retired. The market data protocols offered at integration will be TCP PITCH and Multicast PITCH. Guides to the protocols are available from the Technical Materials section.

Stock Universe

Effective now, Chi-X Europe and BATS Europe will operate a universe of tradable instruments that mirror each other as closely as possible.

Reference Data Files

BATS Chi-X Europe will continue to provide reference data in both the existing Chi-X Europe and BATS Europe reference data formats. The data for both sets of books will be available in each format.

For more detailed information on how to access these files please see the Website Migration Guide from the Technical Materials section.

For more information on BATS reference data files please see the reference data documents available here.

Contractual Status

Please see the Integration Guides section of this site for detailed information on what actions are taking place with the Data Agreements of Chi-X Europe and BATS Europe.

Market Data Fees

The existing commercial model of Chi-X Europe will be adopted by BATS Chi-X Europe upon integration. For more information please see the documents below.

Documentation

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