MIGRATION TO MILLENNIUM EXCHANGE Market Data Technical Parameters Issue 1.0 8 October 2010
Disclaimer The London Stock Exchange Group has taken reasonable efforts to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it. The London Stock Exchange Group will endeavour to provide notice to customers of changes being made to this document, but this notice cannot be guaranteed. Therefore, please note that this publication may be updated at any time. The information contained is therefore for guidance only. 2
1. Introduction Following the acquisition of MillenniumIT, the London Stock Exchange is embarking on a programme of change that will see the Group s equity markets migrate from the current TradElect/Infolect platform to Millennium Exchange the multi-asset class, ultra-low latency platform of MillenniumIT. The first phase of this transition will be the migration of the London Stock Exchange s cash market in November 2010. For further information on timelines and the migration approach please refer to MIT101 Migration to Millennium Exchange. 1.1. Purpose The purpose of this document is to provide clients a full overview of the market data parameters employed in our Production environment to both protect the system and manage client connections to our replay and recovery market data services. These parameters are the result of much detailed analysis of client activity on the TradElect/Infolect platform. They are, however, influenced by the enhanced design of our new market data platform. 1.2. Parameters Parameter Description EAS value Level 1 and Level 2 Snapshot FIX-FAST Services Maximum trade history available on 10 minutes the recovery channel Recovery Service logins available to 2,500 logins/day clients 2,500 requests/day snapshot requests on the logins available to /day clients 3
Level 2-ITCH Service Recovery Service RNS FIX-FAST Service FTSE FIX-FAST Service snapshot requests on the on the on the 2,500 logins 2,500 requests/day 1 4
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