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)