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SGX Gateway Documentation

Understanding the PriceFeed

Overview

This section provides an introduction to the SGX price feed. After the API upgrade to SGX Titan, the SGX Gateway 7.18 requires a combination of the ITCH and OM price feeds to deliver market data. These feeds are used as follows:

  • The ITCH API is used to deliver streaming, real time price data.
  • The OM API requires an OM price ID, similar to previous versions of the SGX Gateway, which is used to deliver certain reference prices such as Settlement and Open/Close.

Price Server Data Flow

Note

Terminology used in the following data flow matches terminology used in the Gateway System - Logical Architecture diagram. Also, native orders are those orders normally accepted by the exchange's API.

The following is a description of the Price Feed connection from the Price Server on the TT SGX Gateway to the Exchange.

  • The Price Server queries hostinfo.cfg for all connectivity information (e.g., connection IP address, user names, password, etc.).
  • The Price Server connects to the Exchange via OMEX API.
  • The TT SGX Gateway downloads all product data from the Exchange via OMEX API.
  • The Price Server distributes product tables to Guardian.
  • The Price Server broadcasts market depth and price updates to client applications via TTAPI.