BSE Enhanced Order Book Interface for Equity Derivatives

BSE, in its endeavor to provide newer products & services based on latest technology, proposes to enable Order-By-Order (tick by tick) market data stream called BSE Enhanced Order Book Interface (EOBI). The EOBI market data stream shall first be enabled in live environment for Equity Derivatives with effect from Monday, March 30, 2015, followed by Currency Derivatives & Equity segments soon thereafter.

This stream aims to provide order-by-order market data over multicast. Through this stream, trading members connecting through API-based applications shall be able to receive the full order book and shall include information on individual orders along with executions and state information with high throughput at minimal latency without any netting.

This new functionality is yet another step taken by the BSE to provide products & services of International standards to the Indian markets.

Source : Equity Bulls

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