Trading Interface Specifications
SAIL SOLA® Access Information Language (SAIL) is the native protocol for SOLA®, offering functionalities required by both Order Flow Providers and Market Makers.
FIX is an order management protocol widely used by professional trading systems, as well as by many order management systems. BOX Options provides a FIX interface which allows BOX Options Participants, who are already using the FIX protocol for order routing and management to other options markets, to connect to the BOX Options trading engine with a minimum of effort.
Automated Trade Reporting (ATR)
The Automated Trade Reporting (“ATR”) service is a real-time feed containing transactions, Give-Ups, and Allocations for execution transactions on BOX Options.
High Speed Vendor Feed (“HSVF”)
HSVF is the protocol for receiving BOX Options market data directly from BOX Options rather than via one of the commercial data vendor suppliers (who receive data from OPRA). It is available to anyone by completing proper documentation which can be found on the Market Data Products page of the BOX Options website, here.
- SOLA® HSVF Unicast Specifications Guide for BOX v4.51
- SOLA® HSVF Multicast Specifications Guide for BOX v1.6
Open-Close Data Report
The Open-Close Data Report is a volume summary file for trading activity on BOX Options. The Open-Close Data Report will only be distributed at the end of each day as a historical data product and not a real time data feed. The Open-Close Data Reports will be available to Participants by completing the proper documentation which can be found on the Market Data Products page of the BOX Options website, here.