ver.0.20.0 rev:06/08/09
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Market data over the FIX protocol

Authorized MICEX market data vendors can receive information over the standard FIX protocol in real time (for more information about the FIX protocol see http://www.fixprotocol.org).

Key features:

  • TCP and Multicast FIX/FAST versions.
  • Access to all the MICEX markets (Equities and Bonds, Government securities, Currency, Derivatives and Commodity Markets).
  • Available tables: securities (prices, volumes, etc.), best quotes, all trades, indices, active orders (only in Multicast FIX/FAST).
  • Connection over the Internet.
  • FIX 4.4 for the TCP version and 5.0 SP2 for the Multicast FIX/FAST.
  • FAST compression.

FAST template for the Equity & Bond Market

XML, 15.0 KB

Suitable for the both test and production feeds

FAST template for the Currency Market

XML, 15.0 KB

Suitable for the both test and production feeds

FAST template for the Derivatives Market

XML, 15.0 KB

Suitable for the both test and production feeds

For technical questions or to connect to the test server, please call +7 (495) 705–9682 (ext.3239), or email soft-support@micex.com

For commercial inquiries call +7 (495) 745–8103.