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RTS Stock Exchange tests market data distribution via FIX Fast Protocol

02 June 2009  |  2128 views  |  0 Source: RTS Stock Exchange

OJSC "Russian Trading System" Stock Exchange has begun testing a new service providing distribution of anonymous market data via FIX FAST protocol.

The new service was developed for RTS by the software developer Devexperts.

FAST Gateway is meant for distributing a wide range of market data to the trading participants, information agencies or other counter-parties in a real-time mode. FAST (FIX Adapted for Streaming) is a technology standard for global market data distribution. Data communications are supported with the multicast UDP technology. The service also provides an opportunity to deliver data to the client by two unrelated net routes.

Market data communications are organized in accordance with the practice of the leading world trading venues. Standard FAST Gateway will allow OJSC RTS not only to instantly connect international market data recipients to the system, but to effectively raise the functionality of the system.

At the moment the following market data is available:

  • general description of financial instruments on the spot and futures and options markets;
  • current trades on the spot and futures and options markets;
  • an aggregated order book with a fixed market depth (5) on the spot and futures and options markets;
  • analytics.

All this data is available in the form of FAST streams. Clients' software is developed either by the users or external agencies.

Dmitry Shatsky, RTS Deputy CEO says: "We believe that cooperation with the Devexperts, the company that has a vast experience in developing trading systems and communicating exchange data, will allow the market participants to provide not only FIX- but also FAST-connection of high reliability".

"We are happy that our cooperation has continued. RTS is the first Russian exchange that has adopted international standards of data interchange and we intend to help RTS in maintaining leader's positions in this sphere", says Yan Stolyar, Director of Business Development, at Devexperts.

The required documentation can be found on the RTS ftp-server.

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