Can it help with financial regulatory compliance?

Yes, it includes patterns for implementing SEC Rule 15c3-5 market access controls and planning infrastructure for Consolidated Audit Trail (CAT) reporting.

How does it handle FIX session troubleshooting?

The skill guides users through resolving sequence number gaps, managing logon/logout sequences, heartbeating, and implementing robust message recovery logic using ResendRequests.

What exchange protocols does this skill support?

It provides comprehensive guidance for the FIX protocol (versions 4.2 through 5.0) and proprietary binary protocols including Nasdaq's OUCH/ITCH, Cboe's PITCH/BOE, and NYSE's Pillar platform.

Does it support symbology mapping?

Yes, it provides strategies for normalizing symbology across different venues and data sources using standard identifiers like CUSIP, ISIN, SEDOL, and FIGI.

Exchange Connectivity & FIX Management

Name: Exchange Connectivity & FIX Management
Author: JoelLewis

byJoelLewis

•

API 개발

Designs and manages low-latency trading venue connectivity, FIX sessions, and high-performance market data infrastructure.

This skill provides specialized guidance for building, troubleshooting, and optimizing connections to global trading venues, including exchanges, ATS, and ECNs. It covers the implementation of the FIX protocol and proprietary binary formats like OUCH and ITCH, as well as the design of resilient market data feed architectures. Beyond technical connectivity, it assists with regulatory requirements such as SEC Rule 15c3-5 market access controls and CAT reporting, ensuring that trading infrastructure is both high-performing and compliant with financial industry standards.

주요 기능

01FIX session management and sequence number recovery

0218 GitHub stars

03Market data feed architecture and symbology normalization

04Resilient failover and disaster recovery design for connectivity

05Regulatory compliance for Market Access (15c3-5) and CAT

06Integration of proprietary protocols like OUCH, ITCH, and PITCH

사용 사례

01Designing low-latency co-location and proximity hosting infrastructure

02Implementing trading halt and circuit breaker logic within an OMS or EMS

03Troubleshooting FIX sequence gaps and session reset scenarios in production

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add joellewis/finance_skills exchange-connectivity

For use in Claude.ai and ChatGPT

Download Skill