B3 Market Data Feed (UMDF)

B3's real-time market data distribution over the Unified Market Data Feed (UMDF) - event-based bid, ask, trade, and statistics data in L1 (top of book) or L2 (full book) depth, real-time or 15-minute delayed, delivered as FIX/FAST and lower-latency Binary SBE multicast streams to authorized distributors and direct connections under commercial contract. Not an HTTP API.

API entry from apis.yml

apis.yml Raw ↑
aid: b3-exchange:b3-market-data-feed-umdf
name: B3 Market Data Feed (UMDF)
tags:
- Real-Time
- Market Data
- Order Book
- Multicast
image: https://kinlane-images.s3.amazonaws.com/shared/apis-json/apis-json-logo.jpg
humanURL: https://www.b3.com.br/en_us/market-data-and-indices/data-services/market-data/
properties:
- url: https://www.b3.com.br/en_us/market-data-and-indices/data-services/market-data/
  type: Documentation
- url: https://www.b3.com.br/data/files/A4/11/B5/27/B1C6C6106B9896C6DC0D8AA8/UMDF_MarketDataSpecification_v2.1.7.pdf
  type: Documentation
description: B3's real-time market data distribution over the Unified Market Data Feed (UMDF) - event-based
  bid, ask, trade, and statistics data in L1 (top of book) or L2 (full book) depth, real-time or 15-minute
  delayed, delivered as FIX/FAST and lower-latency Binary SBE multicast streams to authorized distributors
  and direct connections under commercial contract. Not an HTTP API.