FAST udp multicast marketdata ver. 4.5 will be available for public testing starting from December 20, 2016
New version 4.5 of FAST udp multicast marketdata service for equities and FX markets will be available for testing starting from December 20, 2016.
Planned production launch date is March 13, 2017.
Key changes in the service:
- Aggregated orderbook (OBR) feed is completely removed to avoid unnecessary latency arbitrage between OBR and OLR feeds. Please use OLR feed to build aggregated data in your application.
- FAST templates change.
- DealNumber (9885) field is removed from Order List Refresh (OLR) channel
- RefOrderID (1080) field is added to Trade List feeds (TLR,TLS) to indicate MDEntryID of OLR order being hit or taken with this trade.
- SendingTime (52) field now contains sending timestamps in MMDDHHMMSSmmmmmm format having microsecond precision. Data type is changed to uInt64 in all messages.
- Document is updated to reflect the above changes
- Additional comments added to the Processing Notes in section 4.3.6
- Network Connectivity Guide section is moved to a separate document at ftp://ftp.moex.com/pub/FAST/ASTS/docs/March2017_release/ENG_Network_Connectivity_Guide.pdf
Updated documentation is located in ftp://ftp.moex.com/pub/FAST/ASTS/docs/March2017_release/ folder
FAST compression template is at ftp://ftp.moex.com/pub/FAST/ASTS/template/March2017_release/FIX50SP2-2017-Mar.xml
Multicast group addresses configuration for test connections over local network is in file ftp://ftp.moex.com/pub/FAST/ASTS/config/config_test_local_new.xml
Multicast group addresses configuration for test connections over Internet pptp VNP sessions is in file ftp://ftp.moex.com/pub/FAST/ASTS/config/config_test_internet.xml
For further information, please contact the Public Relations Department at (495) 363-3232.