Moscow Exchange introduces ultra-low latency data feed

Starting from 23 July, a new ultra low latency data feed for is available for co-location users connected to the Derivatives market through the M1 Data Center.

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The new service not only allows clients to receive orders and trading data 30 times faster (once per millisecond) but it also enables loading the full anonymous order log 6 times faster (once per 5 milliseconds) which is the main advantage compared to remote connections through dedicated channels or over the internet.

The service will be provided free of charge as a trial period through 1 October 2013. The new solution allows clients to maximize effectiveness of their high-frequency trading algorithms, where decision making speed is of critical importance.

It makes market data processing more flexible and allows use of a variety of programmable aggregation and analysis methods, in order to make immediate decisions and quickly respond to micro-movements of the markets.

The service is available for Plaza II protocols. Beginning from 1 October 2013 the Exchange plans to introduce a fee for using the service. 

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