Home / Solutions / Market Data Solutions / MICEX FIX/FAST
MICEX FIX/FAST Market Data Adaptor
B2BITS MICEX FIX/FAST Market Data Adaptor allows applications to
subscribe to one or multiple instruments and supports all the
features of MICEX
Market Data multicast feeds including all types of
recovery.
MICEX FIX/FAST Market Data Adaptor is now available as a 30-day
trial version.
Software escrow is available on demand.
View larger
image
Features
| Feature |
Description |
|
MICEX Market Data Feeds access |
Connects and maintains connections to the MICEX
Market Data Feeds via UDP:
- Incremental Updates feeds:
- OrderBook Feed
- Statistics Feed
- Orders Feed
- Trades Feed
- Market Recovery (Snapshots) feeds:
- OrderBook Recovery Feed
- Statistics Recovery Feed
- Orders Recovery Feed
- Trades Recovery Feed
- Instrument Definitions Feed (replay)
Details of the MICEX FIX/FAST interface is available
here. |
| Auto recovery |
Automatically fills gap when packages are lost using high
performance recovery methods:
- Market Recovery
- Natural Refresh
- Market Recovery with Natural Refresh
- TCP recovery
Supports Instrument level sequencing.
|
| MICEX feeds arbitration |
Automatically arbitrates between Feed A and Feed B
|
| FAST decoding |
Automatically applies FAST decoding, hides FAST details from
the client |
| Order book management |
Automatically builds and updates order books from market data
snapshot and incremental messages |
| High-level interface |
Simple API to receive product and instrument definitions,
market data events and order book updates via call-back
interfaces |
| Low-level interface |
Simple API to receive market data FIX messages via call-back
interfaces |
| Adjustable MICEX
configuration |
Ability to load MICEX configuration file and use connection
parameters.
|
| Dynamic FAST templates |
Ability to load MICEX FAST template file and adjust FAST decoder
accordingly.
|
| Extendible FIX
protocol |
Ability to add/delete fields and/or messages; change
attributes.
|
| Simple intuitive API |
API to subscribe/unsubscribe by symbol, API to receive security
definitions, snapshots, increments, news and security statuses via
call-backs.
|
| Well packaged |
MICEX FIX/FAST Market Data Adaptor is delivered with:
- Precompiled binaries for chosen platform
- API Guide
- Programmer's Guide with code examples
- Set of primitive "Quick Start" samples
- Set of utilities with sources
- Benchmark tool with sources
- Handy installer
Complementary, the package includes configuration files and
samples to work with MICEX Transactional FIX-interface, as well as
with MICEX TCP Market Data interface.
Software escrow is available on
demand
|
| Supported platforms |
Supported OS:
Supported compilers:
- GCC 4.1.X
- MS Visual Studio 2005/2008/2010
- .NET Frameworks 2.0, 3.0, 3.5, 4.0 (with ability to be reused
for C#; VB.NET; C++/CLI; MC++; Delphi.NET; MS Excel (MS Office
2003/2007))
|
