The new SIMBA SPECTRA interface is designed to provide MOEX Co-location clients with the fastest public data feed of the Derivatives market. The service is recommended for low latency trading and HFT in a combination with TWIME trading interface.
- the fastest solution to receive market data directly from SPECTRA trading platform - faster than FAST Full order Log (FAST FOL) in the vast majority of cases: 99,5%*;
- reduced latency: median value is about 20 microseconds* lower than FAST Full Order Log (FAST FOL);
- "Public Data First principle": minimized latency arbitrage between public and private market data sources. No practical need to discover price movements through TWIME execution reports anymore.
- The service disseminates the full order log except off-book (technical) clearing trades and IOC order misses. Dataset specially designed to meet ultra-low latency and HFT clients` needs. For users' convenience SIMBA Gate also broadcasts security definitions;
- The new best prices are published in the very beginning of a transaction - there is no need to process all the order book events one by one to find the new final order book state;
- Protocol is based on FIX Simple Binary Encoding - decoding friendly data representation for faster reaction to market signals. Especially valuable for FPGA-based systems.
- direct connection of SIMBA Gate to the Matching ensures lower latency compared to FAST FOL and TWIME;
- the new dedicated network in MOEX Co-location eliminates traffic interference with trading and auxiliary services.
- More information on service implementation details and architecture
- Interface specification
- Message schema
- Multicast groups and TCP replay service configs
- Sample client application
- PCAP dumps
- Request for test access
* preliminary internal measurements