Market Data Interface (MDI)

MDI is the new low latency market data interface of the SIX Swiss Exchange. It provides fast and reliable real-time market data directly from the new SWX trading platform

• The message transmission technique is FIX/FAST over multicast
• The SIX Swiss Exchange MDI provides the following market data: Top-of-book, cumulated order book (various depths), closing inside market, public on- and off-book trade (including cumulated trades), trading session status (pre-open, open, auction etc.), security status (suspension, stop trading etc.). Information disseminated through MDI does not contain private data
• MDI is strictly unidirectional. The client never sends a message to the server, neither on the session layer nor on the application layer