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19.09.2017 13:32

Annual load testing of Moscow Exchange trading and clearing systems

Moscow Exchange would like to inform you about public load testing scheduled for 7 October 2017 for FX, Derivatives and Equity markets.

The load testing will allow trade participants to measure performance and capacity of their systems as well as network bandwidth requirements as high transaction rates in order to plan the updates of own infrastructure to deal with "bottlenecks".

We invite all the trade participants to join the testing by connecting their software, including HFT systems, to the test trading session.

Testing plan and schedule attached.

Please pay attention to details of testing procedure:

  • Due to upcoming release on FX market, load testing will be performed on new version of trading system with separated trading and clearing engines (http://www.moex.com/n15222). New version on production will be available only during testing, date of production roll-on will be announced later.
  • To keep backward compatibility with production FX trading system, existing connectivity parameters and a list of information tables for them will remain unchanged, but positions and risk management (clearing) tables will have no data. Clearing tables data will be available via connections to specialized clearing gateways. You can use existing User ID’s to connect to clearing gateways in parallel with trading sessions.    

Parameters for connecting to the clearing system:

BROADCAST=10.63.1.255,10.63.3.255,10.61.1.255,10.61.3.255

SERVER=CUR_RISKGATEWAY

SERVICE=8171/8172

INTERFACE=IFCBroker28R

Please, ensure that 8171/TCP, 8172/UDP ports are allowed on your side. Connect to clearing system server is not mandatory for participating in load testing.

  • Testing at Equities and FX markets will run with a list of UserID’s, permissions, passwords as they are in production for the beginning of trading day of September 18, 2017. Added later UserID’s will not be available. All later changes to existing user’s permissions and passwords will be reverted to a state of September 18.   
  • Fast (full order log) udp multicast marketdata service without batching (online market data) will be available for testing on SPECTRA trading system. Service are available for colocation zone users and users with leased lines bandwidth not less than 50 mb/sec.  

In order to participate in load testing please submit your request to help@moex.com till 4 October 2017 stating your firm ID (for FX and Equity markets) or login (for Derivatives market) along with contact information of the person responsible for load testing.

Please note that FAST feeds will be available to all clients who use this service on production.

Attention: If you do not plan to participate, please disconnect all your systems from the Moscow Exchange production infrastructure for the weekend in order to avoid receiving test market data.

For any technical questions please contact us at help@moex.com, +7 495 733-9507

 

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