SIMBA

Clients of Moscow Exchange’s colocation zone can use SIMBA, a fast service of public exchange information feed of the Equity & Stock Market, FX Market and Derivatives Market. The service is designed for fast, highly latency-sensitive trading algorithms, and in a combination with the FIFO TWIME ASTS transactional service (on the Equity & Bond Market and FX Market) or the TWIME transactional service (on the Derivatives Market) forms an optimal solution for fast and HFT trading on Moscow Exchange.
Key benefits:

• the fastest way to receive exchange information;
• reduced latency as compared to FAST and FAST Full Order Log (on the Derivatives Market);
• Public Data First principle implemented: no need to use a private channel to receive information on price movement.

Functionality:

• The gateway disseminates the full order log, i.e. optimal data composition for fast trading.

• The new best prices are published in the beginning of a transaction, thus excluding the need to process all the transaction events one by one.
• The protocol based on FIX Simple Binary Encoding makes codec implementation easier and allows for faster reaction to market signals, which is especially valuable for FPGA-based solutions.

Implementation features:

• Innovative interaction of SIMBA Gateway with the central component of the trading system ensures speed advantage as compared to traditional FIX/FAST gateways.
• Dedicated network in the colocation zone for fast services of public exchange information feed eliminates interference of traffic of other services.

More information:

• Rates
• Application for access to SIMBA software
• Application for network connection services selection/change
• Test access order

Service ordering: ITsales@moex.com, technical questions: help@moex.com