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:
|
| Auto recovery |
Automatically fills gap when packages are lost using high performance recovery methods:
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 |
|
| 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:
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. |
| Supported platforms |
Supported OS:
Supported compilers:
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.
sales@b2bits.com