Moscow Exchange offers ultra-low latency access to Derivatives market over TWIME trading protocol.

TWIME is designed as the fastest transactional interface to SPECTRA trading system and recommended for latency-sensitive trading strategies and HFT in a combination with FAST market data service.

TWIME does not require any MOEX software to be installed on client’s side, any operating system and programming language may be used in client applications. The protocol is optimized to minimize time spent for encoding/decoding the transmitted data on both client and Exchange’s side, and does not require a large development resource due to its standardization.

The service supports only trading functionality: order entry/change/withdrawal, obtaining results of message processing and execution reports.

The presentation layer protocol is based on the FIX Simple Binary Encoding (SBE).
The session layer protocol is based on FIX Performance Session Layer (FIXP).

Connection parameters:

Address Port Service 9000 Derivatives market, Transactional, DSP DC 9000 Derivatives market, Transactional, M1 DC 9001 Derivatives market, Recovery, DSP DC 9001 Derivatives market, Recovery, M1 DC 9007 IQS Transactional +Recovery, DSP DC 9007 IQS Transactional +Recovery, M1 DC 9008 RFS Transactional +Recovery, DSP DC 9008 RFS Transactional +Recovery, M1 DC