The UMDF (Unified Market Data Feed) platform provides low latency, state of the art market data service to BM&FBOVESPA customers. Client systems may access its products, encompassing the full set of exchange-traded instruments in different asset classes: derivatives (futures, options on futures, foward, private bonds, cash equities, ETFs and options on equities) as well B3's indexes: Ibovespa, IBRX-50, SMALL CAP, amongst others.
What are the forms of connection?
Firms, trading customers and market data vendors may have access to the UMDF platform via the exchange co-location facilities, RCCF2 and RCB.
Which information is available from this signal?
UMDF provisions for different market data channels, each one containing instrument dictionaries, order book updates, trades and statistical data that cater for different types of asset classes and products, thus allowing customers to select the Market Data channels of interest.
UMDF 2.0 - BM&FBOVESPA Segment
UMDF FIX/FAST Message Reference - versão 2.1.20 (PDF, 1,0MB)