Changes in MOEX requirements to customer software
Following the needs of our clients who work with the large number of orders and trades using the ASTS Bridge protocol and experience problems downloading this data, some changes will be made to the 'Moscow Exchange Technical Center software and hardware suite connection requirements for customer software' document (http://moex.com/s745).
On the equity and FX markets it will be allowed to use the adaptive method of refreshing the orders and the trades tables conforming to the following rules.
- If the reply size* is greater than 30 Kbytes then the next request for update can be sent immediately.
- If the reply size is less than 30 Kbytes then the pause before the next request must not be less than 100 milliseconds. The start for this pause can be counted from the previous request sending time.
The allowed refresh frequency for other tables is still 10 times per second.
* The reply size can be found in the DataLen propery of the MTEMSG structure returned by the MTEOpenTable and MTERefresh functions:
int32 WINAPI MTEOpenTable(int32 Idx, char *TableName, char *Params, int32 Complete, MTEMSG **Msg);
int32 WINAPI MTERefresh(int32 Idx, MTEMSG **Msg);
typedef struct {
int32_t DataLen;
char Data[1];
} MTEMSG;
The new edition of the requirements comes into effect on May 1, 2016.
For further information, please contact the Public Relations Department at (495) 363-3232.