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Package com.paritytrading.juncture.cboe.fx.itch

This package contains an implementation of Cboe FX ITCH Protocol 1.65.

See: Description

Package com.paritytrading.juncture.cboe.fx.itch Description

This package contains an implementation of Cboe FX ITCH Protocol 1.65.

The implementation is based on the Java NIO API and consists of two parts:

The implementation of ITCH Session Management Protocol consists of three primary functions:

Data reception can run on one thread and data transmission and session keep-alive on another without locking. Data transmission and session keep-alive can run on different threads but require locking.

The underlying socket channels can be either blocking or non-blocking. In both cases, data transmission always blocks.

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