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Direct Marcet Access and HFT Solutions

Access Interfaces

Moscow Exchange provides both standard FIX/FAST interfaces and specialized APIs for direct access to all markets.

Key service offering

  • Direct market access
  • Low latency and ultimate performance
  • Unlimited DOM
  • Flexible architecture
  • Single point of connection
  • Flexible access level system

Key technology service offering

  • Connectivity solutions through domestic and global Network Service Providers and point of presence in London
  • FIX, FAST and proprietary APIs for the trade execution and the market data delivery
  • Comprehensive exchange co-location with variable footprint sizing options
  • Certification and testing environment services for new client technologies

Market data offering

  • Real Time Market Data
  • Data for using in ‘non-display’ systems
  • Data for calculating Indices & Indicators
  • End-of-Day Historical data

Exchange Co-location

Exchange co-location services provide the fastest connectivity possible to the Exchange markets. Clients co-locate their equipment in the same data center in the closest proximity to the Exchange matching engines to obtain the best possible latency.

Key features

  • Lowest latency connectivity solution available through local certified network service providers, global financial networks
  • High-speed, reliable market data and order routing solutions: FIX, FAST, proprietary API interfaces
  • Hosting facility supports flexibly configurable connectivity schemes
  • Specialized testing and the certification environment for client software
  • Highly skilled support technicians available for assistance
  • State-of-the-art Data Center.

Moscow Exchange Point of Presence

The PoP solution offers:

  • Latency under SLA – 42 ms
  • Location in one of the biggest European Data Centers – Equinix LD4
  • Resilience provided by two separate physical networks through independent providers
  • Access to all Moscow Exchange markets
  • FIX
  • Market data

Capabilities

  • End-to-end latency measured from user terminal to return acknowledgement: 500 microseconds
  • Order throughput (tested): 20,000 messages per second
  • Overall processing capacity: over 100 million orders for each market per day
  • Matching engine latency: 200 microseconds (measured at the external network surface of the clearing and matching server)
  • Market data dissemination latency (includes book, trades, prices): 500 microseconds (using FAST UDP Multicast)
  • Non-critical data dissemination latency (includes positions and status of instruments): 1 millisecond (using native API)

Become a Client