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FIX-related products and services

MICEX FIX/FAST Market Data Adaptor

B2BITS EPAM Systems Company FPL
41 University Drive, Suite 202
Newtown, PA 18940 US

B2BITS MICEX FIX/FAST Market Data Adaptor allows applications to subscribe to one or multiple instruments and supports all the features of MICEX Market Data multicast feeds including all types of recovery.


Features
Connects and maintains connections to the MICEX Market Data Feeds via UDP (Incremental Updates, Market Recovery (Snapshots) and Instrument Definitions feeds)

  • Connects and maintains connections to the MICEX TCP replay channels
  • Automatically fills gap when packages are lost using high performance recovery methods
  • Hides FAST functionality from user, automatically applies FAST decoding
  • Ability to load MICEX configuration file and use connection parameters.
  • Ability to load MICEX FAST template file and adjust FAST decoder accordingly
  • Extendible FIX interface allowing adding/deleting fields and/or messages as well as changing attributes.
  • Simple intuitive API to subscribe/unsubscribe by symbol, API to receive security definitions, snapshots, increments, news and security statuses via call-backs.

    • Language
    C#, C++
    Licensing
    License + Maintenance, License Only
    Platform
    Linux, Red Hat Linux, Windows 2k/XP/Vista, Windows 95/98/Me, Windows NT/2k/XP, Windows Server (2003/2008)
    Web site
    http://www.b2bits.com/trading_solutions/market-data-solutions/micex-fixfast.html
    Contact
    9082409789
    Last modified: 20 December 2011 at 9:09 AM ET