Bats is pleased to announce the Bats One Feed, which will deliver aggregated quote, trade, and optional depth information for all four US equity exchange books operated by Bats.
As a combined feed, the BATS One Feed will represent an aggregated view of the #1 exchange operator by market share for U.S. equities trading, excluding opening and closing auction volume.
The BATS One Feed will be offered out of the BATS NJ2 datacenter, the current BATS Point-of-Presence (PoP) in NY5, the secondary datacenter in CH4, and the BATS PoP in CH1. In the 1st quarter of 2015, the BATS One feed will also be available in NY4. Recipients will have the ability to take the BATS One Feed via either TCP/IP or Multicast, and either delivery method can be used as a standalone product. Additionally, the TCP/IP feed can be used to augment the Multicast feed for recovery and start up purposes as both delivery methods use the same binary protocol and sequencing to allow for simplified arbitration.
BATS One Feed Versions
The BATS One Feed will be offered in two different versions that allow recipients to select the levels of depth they wish to receive. Each version has different update rates and bandwidth requirements. The full technical details of the BATS One Feed can be found in the BATS One Feed specification.