High Speed Vendor Feed also known as HSVF is the market data vendor protocol of the Electronic Sola Trading platform currently being used for the dissemination of market data for options, futures, Forwards and other exchange-listed derivative securities for five major derivative exchanges globally which include the following:
The HSVF protocol is part Sola Trading Solutions which is both designed and developed by The Montreal Exchange (Bourse de Montréal) which is now a fully owned subsidiary of the TMX Group.
HSVF parses and broadcasts all of its market data in 4 major Sub categories:
The basic List of Messages that are available across all HSVF broadcasts are:
HSVF various exchanges uses the following global Identifiers: Q = Montreal Exchange, B = Boston Options Exchange, E = Turquoise (trading platform) (Derivatives), O = Oslo Børs, I = IDEM (Italian Derivatives Equity Market) on Borsa Italiana.