Overview
EPAM B2BITS MOEX/Spectra 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