SIMBA SPECTRA

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.

Key Features:

• 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.

Functionality:

• 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.

Implementation details:

• 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

More information:

• Fees
• Presentation
• FAQ
• Interface specification
• Message schema
• Multicast groups and TCP replay service configs
  • Production PRIMARY
  • Production SECONDARY
  • Test
• Sample client application
  • C++
  • Python
• PCAP dumps
• Request for test access

Feel free to contact us: general information and how to order the service: ITsales@moex.com, technical questions: help@moex.com.
 

* preliminary internal measurements