Data Models
One of the advantages of using Deltix software is its normalized API for both market data and trading. This allows algorithm developers and API clients to write against a standard API, rather than having to adjust to various exchange-specific APIs, which can range from FIX Protocol, to binary multicast, or REST/WebSocket. It is the responsibility of Deltix data and trading connectors to convert information to and from exchange-specific APIs.
This section focuses on the normalized data model for both Market Data and Order Entry.