London Stock Exchange 

Derivatives Market

LSEDM102 - Connectivity Guide

Issue 2.0

14 December 2015

Contents

1.0 Introduction 4

1.1 Purpose 4

1.2 Readership 4

1.3 Document Series 4

1.4 Document History 4

1.5 Enquires 5

2.0 Connectivity Overview 6

2.1 Connectivity Protocol 6

2.2 Services 6

2.3 Connection Options 7

2.4 Architecture 7

2.5 Disaster Recovery 8

3.0 Connectivity 9

3.1 Customer Development Service (CDS) Test 

Platform 9

3.2 Production Platform 10

3.3 Enablement Process 11

4.0 VPN Connectivity 13

4.1 CDS (Customer Development Service) 13

4.2 Production 13
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1.0 Introduction

The purpose of this publication is to provide participants with the knowledge and technical details necessary for 

accessing the London Stock Exchange derivatives trading system. 

The London Stock Exchange derivatives platform utilises a standard FIX 4.2 (Financial Information eXchange) interface 

for order entry & execution.

Participants can also use the native SOLA Access Information Language (SAIL) protocol for order entry & execution.

Market data is disseminated via HSVF (High-Speed Vendor Feed) protocol using TCP. 

1.1 Purpose

The purpose of this document is to provide participants with information on how to connect to the London Stock 

Exchange derivatives platform for both the test Customer Development Service and the production service. 

1.2 Readership

This document is a supporting document to the interface technical specifications. When read in conjunction with the 

other technical specifications, these documents provide all of the details London Stock Exchange participants require to 

obtain access to the derivatives trading system.

This document is particularly relevant to project and technical staff within member firms and companies that provide 

London Stock Exchange related services to member and non-member firms.

1.3 Document Series

This document is part of series of documents providing a holistic view of full trading and information services available 

from London Stock Exchange for derivatives trading.

For reference the full range of documents is outlined below:

— LSEDM102 – Connectivity Guide (this document)

— LSEDM200 – FIX 4.2 Business Design Guide

— LSEDM201 – FIX 4.2 Technical Specification

— LSEDM300 – SAIL Business Design Guide

— LSEDM301 – SAIL Technical Specification

— LSEDM401 – HSVF Market Data Specification

— LSEDM601 – Guide to Certification FIX

— LSEDM602 – Guide to Certification SAIL

1.4 Document History

Issue Date Description

1.0 30 September 2013 First issue of this document published.
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2.0 14 December 2015

Updated with SOLA 8 Production SDC IP addresses for LSEDM and OB.

Added details of new PDC SAIL gateway for LSEDM and OB.

1.5 Enquires

Contact Technical Account Management at London Stock Exchange for any functional queries regarding the services 

outlined in this document. Technical Account Management can be contacted Monday to Friday between 07:30 UK and 

18:00 UK:

Telephone: +44 (0)20 7797 3939

Email: londontam@lseg.com
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2.0 Connectivity Overview

2.1 Connectivity Protocol

London Stock Exchange uses TCP/IP (Transmission Control Protocol/Internet Protocol) for network connectivity. All FIX 

and native SAIL interface messages are transported using TCP. All data sent by the HSVF interface is broadcast via 

TCP unicast. London Stock Exchange only supports IPv4.

2.2 Services

London Stock Exchange provides a gateway to enter orders and receive market data.

2.2.1 SAIL Trading Gateway

The SAIL trading gateways provide a native low-latency trading interface which allows participants to send and manage 

orders on the trading system. The SAIL protocol in addition provides market-marking functionality via quoting 

messaging. The interface enables clients to perform the following activities:

— Submit an order

— Cancel an order

— Mass Cancel orders

— Cancel/Replace an order

— Market-Making

The SAIL trading gateway uses a proprietary interface referred to as the native interface.

2.2.2 FIX Trading Gateway

The FIX 4.2 trading gateway allows participants to send and manage orders on the trading system. The interface 

enables clients to perform the activities outlined below.

— Submit an order

— Cancel an order

— Mass Cancel orders

— Cancel/Replace an order

The entry of quotes for market-making is not supported by the FIX trading gateway. The FIX trading gateway uses the 

FIX 4.2 protocol.

2.2.3 Market Data Gateway

The HSVF market data feed is comprised of trades, quotes, market depth, strategies, bulletins, summaries and 

statistics.

The HSVF market data feed uses a TCP/IP broadcast interface. Each message type is fixed in format and messages 

are non-blocked (i.e. London Stock Exchange does not wait for an acknowledgement before sending the following 

message) re-transmission of any data is available.

HSVF messages consist of a standard message header followed by the message body which varies in format according 

to the message type.
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Messages transmitted by HSVF include:

— Trades

— Request for Quotes

— Quotes

— Market Depth

— Trade Cancellation

— Instrument Keys

— Instrument Summaries 

— Administration messages including connection and “heartbeat” etc

2.2.4 BTS and BCS Applications 

The Borsa Italiana Systems (BItS) Trading Station (BTS) Service allows access to London Stock Exchange derivatives 

trading services. In addition, it is also used to access all other London Stock Exchange Group cash, fixed income and 

derivatives markets. 

The BItS Clearing Station (BCS) allows access to London Stock Exchange derivatives clearing services provided on 

CC&G technology.

The applications enable access through a client-server trading software application and through a FIX 4.2 gateway. The 

server layer is located at the London Stock Exchange derivatives data centre that is connected directly to the markets. 

The client application runs on the member’s own computers. The client application is an advanced multi-market trading 

application, compatible with a majority of Windows and Linux based operating systems.

2.3 Connection Options

Participants are able to connect to the London Stock Exchange derivatives platform via London Stock Exchange 

Extranex, CMC, co-location hosting or VPN connectivity. London Stock Exchange also supports third-party leased-line 

connectivity.

2.4 Architecture

The London Stock Exchange derivatives platform consists of the following gateways:

— A single endpoint (IP address and port) interface for FIX trading.

— A single endpoint interface for SAIL trading & market-making.

— A single endpoint interface for HSVF market data services.

— Two endpoint interfaces each are provided for BTS trading and BCS post-trade services respectively.

Each FIX, SAIL, HSVF and BTS & BCS endpoint is supplemented with a secondary standby which is invoked during a 

failover in the event of an issue occurring with the primary. 

An equivalent configuration of primary and secondary standby interfaces are present at a secondary datacentre which is 

invoked in the event of a disaster recovery situation. The endpoints (IP addresses and ports) of the secondary disaster 

recovery datacentre site are equivalent to those of the interfaces located at the primary datacentre site. However with 

the release of SOLA 8 (February 2016) the endpoints of the secondary datacentre will be updated as detailed in section 

3.2.
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2.5 Disaster Recovery

London Stock Exchange operates in cold standby mode. In the event of total loss of the primary site datacentre, London 

Stock Exchange activates the disaster recovery site. This procedure is expected to elapse in the order of 2 hours. 

Once the disaster recovery site is active, all intraday orders are cleared and the trading system re-started. Prior Good 

Till Date orders submitted from previous days are re-instated.
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3.0 Connectivity

3.1 Customer Development Service (CDS) Test Platform

3.1.1 CDS Trading Services

LONDON STOCK EXCHANGE Equity Derivatives

Service IP Address TCP Port

FIX Trading 194.169.14.164 51350

SAIL Trading 194.169.14.162 51300

SAIL Drop Copy 194.169.14.162 51305

BTS Trading 194.169.14.168 34900 (UDP 13)

BCS Clearing 194.169.14.170 34900 (443)

OSLO BORS

Service IP Address TCP Port

FIX Trading 194.169.13.164 51351

SAIL Trading 194.169.13.162 51301

SAIL Drop Copy 194.169.13.162 51306

BTS Trading 194.169.13.168 34900 (UDP 13)

BCS Clearing 194.169.13.170 34900 (443)

3.1.2 CDS Information Services

LONDON STOCK EXCHANGE Equity Derivatives

Service IP Address TCP Port

HSVF Market Data 194.169.14.166 52300

OSLO BORS

Service IP Address TCP Port

HSVF Market Data 194.169.13.166 52301
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3.2 Production Platform

3.2.1 Production Trading Services

LONDON STOCK EXCHANGE Equity Derivatives

Service Channel IP Address TCP Port

FIX Trading Primary 194.169.14.132 61350

SAIL Trading 01 Primary 194.169.14.130 61300

SAIL Trading 02

(Available in SOLA 8)

Primary 194.169.14.130 61302

SAIL Drop Copy Primary 194.169.14.130 61305

FIX Trading

(Available in SOLA 8)

Secondary 194.169.14.150 61350

SAIL Trading 01

(Available in SOLA 8)

Secondary 194.169.14.148 61300

SAIL Trading 02

(Available in SOLA 8)

Secondary 194.169.14.148 61302

SAIL Drop Copy

(Available in SOLA 8)

Secondary 194.169.14.148 61305

BTS Trading 01 Primary / Secondary 194.169.14.134 34900 (UDP 13)

BTS Trading 02 Primary / Secondary 194.169.14.135 34900 (UDP 13)

BCS Clearing 01 Primary / Secondary 194.169.14.136 34900 (443)

BCS Clearing 02 Primary / Secondary 194.169.14.137 34900 (443)

OSLO BORS

Service Channel IP Address TCP Port

FIX Trading Primary 194.169.13.132 61351

SAIL Trading 01 Primary 194.169.13.130 61301

SAIL Trading 02

(Available in SOLA 8)

Primary 194.169.13.130 61303

SAIL Drop Copy Primary 194.169.13.130 61306

FIX Trading

(Available in SOLA 8)

Secondary 194.169.13.150 61351

SAIL Trading 01

(Available in SOLA 8)

Secondary 194.169.13.148 61301

SAIL Trading 02

(Available in SOLA 8)

Secondary 194.169.13.148 61303
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OSLO BORS

SAIL Drop Copy

(Available in SOLA 8)

Secondary 194.169.13.148 61306

BTS Trading 01 Primary / Secondary 194.169.13.134 34900 (UDP 13)

BTS Trading 02 Primary / Secondary 194.169.13.135 34900 (UDP 13)

BCS Clearing 01 Primary / Secondary 194.169.13.136 34900 (443)

BCS Clearing 02 Primary / Secondary 194.169.13.137 34900 (443)

3.2.2 Production Information Services

LONDON STOCK EXCHANGE Equity Derivatives

Service Channel IP Address TCP Port

HSVF Market Data Primary 194.169.14.146 62300

HSVF Market Data

(Available in SOLA 8)

Secondary 194.169.14.152 62300

OSLO BORS

Service Channel IP Address TCP Port

HSVF Market Data Primary 194.169.13.146 62301

HSVF Market Data

(Available in SOLA 8)

Secondary 194.169.13.152 62301

3.3 Enablement Process

Requests to be connected to the London Stock Exchange derivatives platform are required to be directed to your 

Technical Account Manager on + 44 (0) 20 7797 3939 or londontam@lseg.com

Participants are required to specify the following information:

3.3.1 CDS (Customer Development Service) Test Platform

— Company

— London Stock Exchange SAP

— Primary and secondary contact (name, email, telephone)

— Services required (FIX, SAIL, SAIL DROP COPY, HSVF, BTS, BCS)
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3.3.2 Production Platform

— Company

— London Stock Exchange SAP

— Primary and secondary contact (name, email, telephone)

— Services required (FIX, SAIL, SAIL DROP COPY, HSVF, BTS, BCS)
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4.0 VPN Connectivity

4.1 CDS (Customer Development Service)

VPN connectivity is available for access to the London Stock Exchange CDS test platform via the VPN Extranex 

Developer service:

http://www.londonstockexchange.com/products-and-services/connectivity/extranex/extranet-vpn-developer.pdf

4.2 Production

VPN connectivity access to production services is available upon request; for further information, please contact your 

Technical Account Manager on + 44 (0) 20 7797 3939 or londontam@lseg.com
Copyright © December 2015 London Stock Exchange plc.

Registered in England and Wales No. 2075721.

London Stock Exchange plc has used all reasonable efforts to ensure that the information contained in this 

publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on 

it.

London Stock Exchange and the coat of arms device are registered trade marks of London Stock 

Exchange plc

London Stock Exchange

10 Paternoster Square

London EC4M 7LS

Telephone: +44 (0) 20 7797 1000

www.lseg.com