MOEX Group
Registration
0
0
Ru  /  En
  • Markets
  • Indices
  • Market data
  • Listing
  • Connectivity
  • News and events
  • About MOEX
  • Investor Relations
National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
News and events

News and events

Newsroom
Events calendar
Subscription management
Subscription Print version
07.06.2013 11:38

FAST UDP multicast marketdata version upgrade

Moscow Exchange would like to inform you about the planned server software update of FAST UDP multicast market data feed for Moscow Exchange Equities and FX markets. The update to v.3.3 is scheduled to July,8th 2013.

The changes include:

  1. Single FAST template file optimized per each channel and market combination.
  2. Unified Test and Production feed configuration XML file format.
  3. Removed parameters of no longer operating Ex-MICEX derivatives market.
  4. Added negotiated deals data.
  5. Implemented full support of discrete auctions, dark pool auctions and closing auction data.
  6. Corrected deviations from FAST encoding standard in some data types in FAST template.
  7. Modified message formats for improved performance and usability.

IMPORTANT:

FAST UDP multicast market data feeds will be updated to the new version along with the Production update of the ASTS Trading System serving Equities anf FX markets.

The changes in FAST compression template will take effect for all clients. Please ensure your software is ready for this update.

Test FAST UDP multicast market data feeds are available in the following distribution options:

  1. Internet VPN PPTP sessions only distribute v3.3 feed.
  2. Production format feed remain available through the Exchange private network, leased lines and Extranets.
  3. v3.3 test feeds are available through the Exchange private network, leased lines and Extranets over the new set of multicast group addresses.

Updated specifications, template file, XML group configuration file for all distribution options are available at http://moex.ru/a1520.

For more information please contact us at: +7 (495) 733-9507, help@micex.com

For further information, please contact the Public Relations Department at (495) 363-3232.