(23.OCT.2008): B2N announced its state-of-the-art new way to represent full Level 2 (Market Depth/Order Book) data messages using "array deltas" (differential updates) instead of platform-specific Level 2 commands. This new way of delivering market depth data is the key to high throughput and low latency messaging in a high performance environment. The feature is available using B2N's SDK for C++/Java and C#.
"One of the biggest advantages of this feature is its ease of use." -- commented Stoyan Damov, one of B2N's architects. "It can do everything for you. The updates can be applied on the subscribers' side automatically and the user can choose between getting a snapshot or just the changes in the order book without any performance impact".