26.09.2014 14:51

Moscow Exchange to launch additional FAST market data feed

Moscow Exchange will launch a second FAST UDP multicast market data feed on 29 September. This will allow clients to receive market data from two parallel data sources or to switch to the second feed in case of error with the first one.

Notes for FAST UDP multicast users.

  1. Service names: ASTS_FAST (current), ASTS_FAST2 (new).
  2. FAST templates, server-side software, data contents, and MDEntryID fields identical for both services.
  3. FAST message sequence numbers for ASTS_FAST and ASTS_FAST2 services do NOT match.
  4. Each service publishes two copies, A and B, of udp multicast network packets.
  5. The characteristics and configuration of multicast groups and addresses for the existing service instance will not change. The configuration file remains intact and remains located at ftp://ftp.moex.com/pub/FAST/ASTS/config/config_production.xml.
  6. Multicast group addresses for the new service are located at ftp://ftp.moex.com/pub/FAST/ASTS/config/config_production2.xml.
  7. The data publishing latencies of the new and existing services are not expected to differ by more than few tens of microseconds; however, the exact values may depend on individual network routes to each client. Before comparing the latencies of both services, please ensure that your equipment, software, and network lines will not be overloaded by the doubling of the traffic.
  8. The availability of new feed data at Moscow Exchange"s London location will be announced in due course.

 

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

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