Introduction

Overview

EPAM B2BITS MOEX/Asts Handler is a C++ library.
It provides C++ API to receive real-time market data from MOEX exchange, disseminated via UDP using FIX/FAST protocol.

API Reference

Version: 1.24.0

Main features

• MOEX Market Data Feeds access - Connect and maintain connections to the MOEX Market Data Feeds via UDP:
  • Incremental Updates feeds:
    • OrderBook Feed
    • Statistics Feed
    • Orders Feed
    • Trades Feed
  • Market Recovery (Snapshots) feeds:
    • OrderBook Recovery Feed
    • Statistics Recovery Feed
    • Orders Recovery Feed
    • Trades Recovery Feed
  • Instrument Definitions Feed (replay)
• Automatically fills gap when packages are lost using the recovery methods:
  • Market Recovery
  • Natural Refresh
  • Market Recovery with Natural Refresh
  • TCP recovery
• Supports Instrument level sequencing
  • TCP Replay
  • Full Snapshot TCP Recovery (in case of later join or major loss)
• MOEX feeds arbitration - Automatically arbitrates between Feed A and Feed B
• Automatically applies FAST decoding and ITCH units parsing