EntryPoint

FIX Order Entry

FIX Order Entry is the order management interface for the PUMA Trading System, based on FIX 4.4 protocol. 

Characteristics

• Message model common to all markets traded on the PUMA Trading System.
• Lower latency in order processing, with a sub-millisecond standard deviation.
• All trading platform functionalities available via messaging.
• Easier to build trading strategies.

Specifications

Documents containing EntryPoint message specification, rules of engagement, FAQs, a browsable data dictionary, and everything else needed to establish EntryPoint connectivity.

Drop Copy Service

Continuing the technological evolution of the negotiation's message diffusion systems, B3 has developed a new drop copy that allows processing a greater volume of messages and delivering them with lower latency. All this using a simpler operation and infrastructure model.

From an operational point of view, Drop Copy Service simplifies the configuration of rules, which brings us an increase in productivity. It changes the service distribution model by engine group and makes use of a FIX engine with greater processing capacity, which allows us to mitigate risks from a capacity point of view.

As we increase the capacity of the Drop Copy service, we eliminate delays in situations of high message throughput, and allow customers to better manage the distribution of messages in their systems.

This brings to B3 the possibility of delivering a Drop Copy service to its customers, with greater resilience and processing capacity.

Benefits of Drop Copy Service:

• Simplification of the drop copy operation;
• Validation of the new FIX engine;
• Best performance;
• Increased processing capacity in the drop copy instance;

• Architecture

  Drop Copy Service gateways have trading core affinity. This affinity allows receiving (Execution Reports) only the predefined trading cores for each gateway. This mapping can be found in GWDC Trading Core Mapping.

  Architecture Drop Copy Service

  

   

  

   

  Architecture Drop Copy Service Sinacor

  

   

  

• DC mapping by market

  Distribution DRV

  Instância	MarketSegment
  DCPDRV01	66 e 72
  DCPDRV02	68, 70, 74, 76, 78

  Distribution EQT

  Instância	MarketSegmentID
  DCPEQT01	88
  DCPEQT02	84
  DCPEQT03	86
  DCPEQT04	80, 82 e 96
  DCPEQT05	90, 92 e 94

  Distribution SINACOR DRV

  Instância	MarketSegment
  DCPSIDRV01	66, 68, 70, 72, 74, 76, 78

  Distribution SINACOR EQT

  Instância	MarketSegment
  DCPSIEQT01	80, 82, 84, 86, 88, 90, 92, 94, 96

• Certification

  Recertification of message receiving scenarios on already certified Drop Copy solutions will not be necessary. However, due to the implementation of the new architecture, in which there is no automatic turn to the high availability instance in case of failure in the primary, the certification of this scenario will be mandatory and must be scheduled in advance with the Trading Support Superintendence by telephone ( 11) 2565-5023 or by email [email protected].

TCP Replayer and TCP Historical Replayer

The TCP Replayer functionality allows a client to request messages that were already sent through the incremental stream during the day. These messages will be returned to the client over a TCP connection (a FIX 4.4 session). The same connection is used for both the request and the retransmission.

This method of recovery should only be used if few messages were lost. For late joiners to the market, on in case of massive loss of messages, the snapshot recovery stream should be used.

Additionally, the TCP Historical Replayer is an alternative feed with higher response time that allows querying all incremental MD messages (up to the message with sequence number 1). It is recommended only for charting purpose.

• TCP Replayer and TCP Historical Replayer
  

IP list

We have made the list of IPs for connection available for download

• IP list

  List of IPs – Certification

  

  Entrypoint - IP address list (Santana do Parnaíba - Certification)

  

  Certification - Connectivity Details

  Lista de IPs - Produção

  

  Entrypoint - IP address list

  

  Production - Conne ctivity Details

  

  TCP Replayer IP address list

Cancel on disconnect

In the event of an involuntary disconnection of a FIX EntryPoint session for both the BOVESPA segment and for Futures, all open orders are automatically cancelled. This functionality is configurable per session, and available to all access modes. Details on how to use this functionality are available in the Order Submission Interface - Rules specification.

Flux control (Throttling)

B3 strives for the orderly execution of its markets, and for that purpose it enforces a message flow control policy. Messages that violate this policy can be queued (increasing the sense of latency) or immediately rejected. Contact the Trading Support Management (GSN) to learn more about the flow control policy and select your option.