WATS - Market Data

GPW WATS services

Service 1

Physical channel containing all data

(GPW group as well as all data imported from external sources, i.e. outside of GPW Group)

Full Depth

Service 2

Physical channel containing all data

(GPW group as well as all data imported from external sources, i.e. outside of GPW Group)

BBO

Service 3

Physical channel containing only GPW data

Full Depth

Service 4

Physical channel containing all data

(GPW group as well as all data imported from external sources, i.e. outside of GPW Group

Full Depth ( Encrypted chanel )

GPW WATS 3.01 Market Data Protocols a part of GPW WATS documentation set.
Please check the following document to learn about the construction of Trading System

GPW WATS 1.01 Trading System

Please check the documentation of the trading protocols supported by GPW WATS

GPW WATS 2.01 Native Order Gateway Specification
GPW WATS 2.02 FIX Order Gateway Specification

Please check the description of the communication with Data Distribution Service

GPW WATS 3.01 Market Data Protocol

Please check the additional documentation which explains other services provided within GPW WATS

GPW WATS 4.01 Drop Copy Gateway
GPW WATS 4.02 Post Trade Gateway
GPW WATS 5.01 Risk Management Gateway

Please check the additional documentation describing the following:

GPW WATS 2.03 Rejection Codes
GPW WATS 2.04 BenDec Message Definition Format
GPW WATS 6.01 Connectivity

It is recommended that you read the GPW WATS 1.01 Trading System document first.

Market Data

GPW WATS services

gpwwats.pl