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ITCH - direct data-feed protocol, which allows to connect via TCP and UDP protocols. ITCH provide the order log to track all changes to any order. This protocol is used by the NASDAQ (see TotalView-ITCH ) and LSE (see MITCH ) exchanges.

Note Note

ITCH support only market-data feed, transaction are not supported.

The ItchTrader should be used for trading algorithms creating for ITCH.

See Also

Other Resources