Market Data

Key Themes

GPW WATS services

Service 1

Physical channel containing all data (GPW Group and all data imported from external sources, i.e. outside the GPW Group)
Full Depth

Service 2

Physical channel containing all data (GPW Group and all data imported from external sources, i.e. outside the GPW Group)
BBO (1/5/10)

Service 3

Physical channel containing all data:
"Other" < > GPW
Full Depth

Service 4

Physical channel containing all data:
"Other" < > GPW
BBO (1/5/10)

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.

 

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