B2BITS FIX/FAST Market Data Adaptors for MOEX allow
applications to subscribe to one or multiple instruments and
support all the features of MOEX Market Data multicast
feeds across all markets ( Equities (ASTS) , Derivatives
(SPECTRA) , FX (ASTS) )
including all types of recovery.
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, i.e. orders instruments by
sequence before calling callbacks for increments.
MOEX feeds
arbitration
Automatically arbitrates between Feed A and Feed B
FAST decoding Automatically applies FAST decoding, hides FAST details from
the client
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
The transport layer is implemented based on
Boost.Asio
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
Set of primitive "Quick Start" samples
Set of utilities with sources
The package includes complementary configuration files and
samples to work with the MOEX Transactional FIX-interface, as well
as with the MOEX TCP Market Data interface.Software escrow is available on
demand
Supported
platforms
Supported OS:
Supported compilers:
GCC 4.8, GCC 6.1 - with C++03 and C++11 ABIs
MS VS2015 & VS2017
Support of Myricom DBL
MOEX FIX/FAST Market Data Adaptors are now available in a 30-day
trial version.
Software escrow is available on demand.