Upcoming Improvements to Moscow Exchange's Market Data Distribution Parameters
Moscow Exchange is pleased to announce improvements to the Derivatives Market's data distribution frequency parameters; these will allow customers better to utilise high-frequency and algorithmic trading, where decision-making speed is critical. Improved market-data distribution makes processing more flexible and enables use of a variety of market data aggregation, calculation, and analysis methods, facilitating rapid decision making and analysis of market micro-movements.
To ensure stability in implementing the changes, they are scheduled thus:
Step 1. 9 September: the own trades/orders distribution rate will increase to once per 15 ms for all Derivatives Market participants.
Step 2. 16 September: the own trades/orders distribution rate will increase to once per 5 ms for all Derivatives Market participants.
Step 3. 23 September: the own trades/orders distribution rate will increase to once per millisecond for all Derivatives Market participants.
The improvements are the next step in Moscow Exchange's technology infrastructure development strategy following the successful consolidation of its trading platforms into a single data centre.
The changes will affect all Plaza II and FIX gateway users; no additional configuration changes are required.
Please expect announcements regarding additional market data distribution functionality changes for co-location users.
For further information, please contact our technical support service on +7 (495)
For further information, please contact the Public Relations Department at (495) 363-3232.