New version of the Derivatives market binary market data protocol

Dear MOEX Derivatives Market clients,

A new version of the SIMBA SPECTRA (ex. SBE FOL) protocol is available for testing on the T1 test environment.
 

Change list:

• The protocol has been renamed to SIMBA SPECTRA.
• The 'package' attribute in the protocol schema has been changed to "simba_spectra".
• Off-book clearing trades and IOC order misses are not published anymore.
• The packet format differs for the Incremental and Snapshot streams. Please refer to the 'IncrementalPacket' flag (0x08) in the MsgFlags field to determine the packet type.
• New composite types have been added to the schema: 'Market Data Packet Header' and 'Incremental Packet Header'.
• The OrderLogUpdate message has been replaced with two new messages: OrderUpdate (msg id=5) and OrderExecution (msg id=6).
• Message id has been changed in the OrderBookSnapshot, SecurityDefinition, SecurityStatus, SecurityDefinitionUpdateReport, and TradingSessionStatus messages.
• The Revision field has been removed.
• The custom nullValue for the integer types has been removed, please refer to the SBE standard for the default values.
• The EmptyBook (msg id=4) message has been introduced.
• The EmptyBook (msg id=4) message is followed by the OrderBook restoration sequence of the OrderUpdate (msg id=5) messages with the PossDupFlag flag (0x10) raised.

The specification and the schema are available via the following links:

https://ftp.moex.com/pub/SIMBA/Spectra/test/doc/spectra_simba_en.pdf
https://ftp.moex.com/pub/SIMBA/Spectra/test/simba_spectra.xml
 

Multicast groups and TCP replay service configs:

https://ftp.moex.com/pub/SIMBA/Spectra/test/configuration.xml
 

The client application and the corresponding pcap files can be found here:

https://ftp.moex.com/pub/SIMBA/Spectra/test/simba_sensor.ziphttps://ftp.moex.com/pub/SIMBA/Spectra/test/pcap/