MOEX FIX/FAST Market Data Adaptor

B2BITS MOEX FIX/FAST Market Data Adaptors allow applications to subscribe to one or multiple instruments and support all the features of MOEX Market Data multicast feeds through all markets (EquitiesDerivatives (SPECTRA), FX) including all types of recovery.

MOEX FIX/FAST Market Data Adaptors are now available in 30-day trial version.

Software escrow is available on demand.

MICEX MD Adaptor_preview

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Features

Feature Description
MOEX Market Data Feeds access

Connect and maintain connections to the MOEX 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 MOEX 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.

MOEX 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 MOEX configuration file and use connection parameters.

Dynamic FAST templates

Ability to load MOEX 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

MOEX FIX/FAST Market Data Adaptor is delivered with:

  • Pre-compiled 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 MOEX Transactional FIX-interface, as well as with MOEX TCP Market Data interface.
Software escrow is available on demand 

Supported platforms

Supported OS:

  • Windows
  • Linux

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))

Added support of Myricom DBL