NovaSparks Software API
NovaSparks software API is a fully featured ultra-low latency C++ API allowing banks and trading firms to consume the data normalized by NovaTick in software applications seamlessly across all markets, independently of geography or asset class. Software consuming applications have access to the data they are looking for including decoded wire format data as well as top of book information (L1), top N of book (L2) and full depth data (L3). Nova API also includes a reference data component and comes with a rich set of ready to use examples.
NovaSparks software API is the easiest way to start consuming NovaTick data.
NovaSparks Wire Format
All market data updates coming out of the NovaTick appliance are normalized into a single format across all markets, independently of geographies or asset classes. NovaSparks Wire Format (NSWF) is made of a comprehensive set of messages including incremental book updates, trades, auctions, imbalances, status, accumulated volumes, snapshots, price information… NSWF has been optimized for low latency and comes with a rich set of configurable options that allows it to adapt to each use case. The full description of the wire format is available to banks and trading firms who want to build the tightest possible integration.
