The Open Markets Initiative (Omi) is a market-neutral effort to enhance the stability of electronic financial markets through transparency, modern tooling, and open documentation of the wire protocols that connect them.
This Directory is the catalog: a curated index of public protocol specifications, sample data, and reference material spanning 37 financial market organizations and 50 wire protocols — collected from publicly available sources and preserved here so the historical record survives even when exchanges retire or rename their feeds.
| Section | What's there |
|---|---|
| Organizations/ | One folder per exchange / venue / regulator — links, MICs, and per-protocol spec entry points |
| Protocols/ | One markdown page per protocol — what it is, who runs it, encoding family, transport, and history |
| Glossary/ | Common protocol concepts shared across venues |
| Projects/ | Index of related Omi GitHub repositories — code generators, dissectors, and research |
| Research/ | Academic papers and patents on parser generation, low-latency systems, and binary protocols |
| About/ | Mission, philosophy, code of conduct, license |
Organizations span US/EU/APAC equities, options, futures, and OTC venues:
24X · A2X · Aquis · Asx · B3 · Boats · Box · BruceAts · Cboe · Cme · Coinbase · Currenex · Eurex · Euronext · Finra · Fix · Hkex · Ice · Iex · Imperative · Jnx · Jpx · Lse · Lseg · Memx · Miax · Nasdaq · Ndfex · NsxAustralia · Nyse · Odx · Omi · Otc · Siac · SmallX · Tmx · Txse
See the organization table for MICs and websites.
Protocols are categorized by role:
| Category | Protocols |
|---|---|
| Encoding | Boe3, Csm, Glimpse, iMpact, Obi, Rake, Sbe, T7, Ultra, Xdp |
| Framing | SimpleOpenFrame |
| Market Data | Amd, Apf, Ats, Cta, Dfi, Hsvf, Itch, Mach, Mitch, Omd, Pillar, Pitch, Xmt |
| Order Entry | Atp, Boe, Ouch, PillarStream, Sail, Seed |
| Protocol Suite | Bgw, BinaryEntryPoint, BinaryUmdf, Eobi, Eti, iLink3, Mdf, Mdp3, Opra |
| Session | CommonClient, SoupBinTcp |
| Transport | BinaryPacket, BinaryPacketHeader, IexTp, MoldUdp, MoldUdp64 |
| Trading | Cbp, Gtp |
See the full protocol table for descriptions.
The Directory is the human-readable catalog. The machine-readable specifications live elsewhere and drive the source-generated artifacts:
Specifications & Data
- omi-data-packets — Sample packet captures keyed to the protocols listed here
Source-Generated Outputs (driven from the specifications)
- wireshark-lua — Wireshark dissectors in Lua
- c-structs — C-style packed structs
- CSharp.Packed.Structs — C# castable packed structs
- omi.java.protocol.classes — GC-friendly Java protocol classes
Generators & Tooling
- Omi.Fix.Generators — Composable FIX code generators
- latency-lab — Composable latency-measurement tools
Reference Material
- omi-low-latency-reference — Low-latency programming articles
- omi-markets-reference — Markets reference articles and links
A complete list lives in Projects/.
Documentation here is collected from publicly available sources. If you spot a stale link, a missing protocol version, or a venue we don't yet cover:
- Open an issue describing the gap or correction.
- Pull requests adding new organization / protocol entries are welcome — please follow the layout of an existing entry (see any folder under Organizations/ for the template).
- Read the Code of Conduct before contributing.
Omi is market-neutral — we do not take sides between exchanges, brokers, trading firms, or technology providers. We do, however, hold positions on two things:
- Transparency. Public protocol specifications and test data should remain public and discoverable, even after a feed is retired.
- Best practices. Source code in the Omi ecosystem follows automated builds, regression testing, clean code, and SOLID principles.
Read more in About/.
Documentation sourced from publicly available materials. Specifications belong to their respective owners; this directory aggregates pointers and historical context only.