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Connection instruction to MOEX ASTS Market Data test server.

  1. Put license file to root folder packet.
  2. Configuration files for MICEX_QuickStart sample in the following folders:
    1. FIX Antenna .NET - <Package root folder>\samples\MICEX_QuickStart\x64-Release
    2. FIX Antenna C/C++ - <Package root folder>\samples\MICEX_QuickStart\bin
  3. It is recommended to check the following configuration files:
    1. config_test_internet.xml. This file is used to specify the connection settings information. 
      It is recommended to take an actual configuration file from MOEX FTP - ftp://ftp.moex.com/pub/FAST/ASTS/config/.

      config_test_internet.xml
      <configuration environment="TestFeed_Internet" updated="2016/12/19-16:00:00">
          <channel id="CURR" label="Currency Exchange Market"> <!-- ChannelID specify the market, e.g. CURR - Currency Market, FOND - Stock Market -->
              <connections>
                  <connection id="MSR"> <!-- ConnectionID specify feed identifier, e.g. Statistics Feed Incremental - MSR, Statistics Feed Snapshot - MSS etc.  -->
                      <type feed-type="Statisctics Incremental">I</type>
                      <protocol>UDP/IP</protocol>
                      <feed id="A"> <!-- Settings for feed A -->
                          <src-ip>10.50.129.200</src-ip> <!-- Source IP address of the feed -->
                          <ip>239.192.112.7</ip> <!-- Multicast group address -->
                          <port>9027</port> <!--  Identifies the port to connect to -->
                      </feed>
                      <feed id="B"> <!-- Settings for feed B -->
                          <src-ip>10.50.129.200</src-ip>
                          <ip>239.192.112.135</ip>
                          <port>9227</port>
                      </feed>
                  </connection>
                  <connection id="MSS">
                      <type feed-type="Statisctics Snapshot">S</type>
                      <protocol>UDP/IP</protocol>
                      <feed id="A">
                          <src-ip>10.50.129.200</src-ip>
                          <ip>239.192.112.8</ip>
                          <port>9028</port>
                      </feed>
                      <feed id="B">
                          <src-ip>10.50.129.200</src-ip>
                          <ip>239.192.112.136</ip>
                          <port>9228</port>
                      </feed>
                  </connection>
              </connections>
          </channel>
      </configuration>


    2. nic_config.xml - this file is used to configure the network interfaces. Can be used to determine on which network interface what feed should be listened.

      nic_config.xml
      <connection id="MSR">
          <feed id="A">
              <nic>0.0.0.0</nic>
          </feed>
          <feed id="B">
              <nic>0.0.0.0</nic>
          </feed>
      </connection>
      <connection id="MSS">
          <feed id="A">
              <nic>0.0.0.0</nic>
          </feed>
          <feed id="B">
              <nic>0.0.0.0</nic>
          </feed>
      </connection>


    3. FAST- template. A template is communicated between MOEX and client systems in XML syntax using the FAST v1.1 Template Definition Schema maintained by FIX. A template is necessary for messages decoding.

      It is recommended to take an actual template from MOEX FTP - ftp://ftp.moex.com/pub/FAST/ASTS/template/.

      FIX50SP2-ALL.xml
      <!-- Market Data - Incremental Refresh MSR CURR-->
      <template name="X-MSR-CURR" id="3613" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1">
          <string name="MessageType" id="35"><constant value="X" /></string>
          <string name="ApplVerID" id="1128"><constant value="9"/></string>
          <string name="BeginString" id="8"><constant value="FIXT.1.1"/></string>
          <string name="SenderCompID" id="49"><constant value="MOEX"/></string>
          <uInt32 name="MsgSeqNum" id="34"></uInt32>
          <uInt64 name="SendingTime" id="52"></uInt64>
          <uInt64 name="LastUpdateTime" id="779" presence="optional"></uInt64>
          <sequence name="GroupMDEntries">
              <length name="NoMDEntries" id="268"/>
              <uInt32 name="MDUpdateAction" id="279" presence="optional"></uInt32>
              <string name="MDEntryType" id="269" presence="optional"></string>
              <string name="MDEntryID" id="278" presence="optional"></string>
              <string name="Symbol" id="55" presence="optional"></string>
              <int32 name="RptSeq" id="83" presence="optional"></int32>
              <decimal name="MDEntryPx" id="270" presence="optional"></decimal>
              <decimal name="MDEntrySize" id="271" presence="optional"></decimal>
              <uInt32 name="MDEntryDate" id="272" presence="optional"></uInt32>
              <uInt32 name="MDEntryTime" id="273" presence="optional"></uInt32>
              <uInt32 name="StartTime" id="9820" presence="optional"></uInt32>
              <string name="QuoteCondition" id="276" presence="optional"></string>
              <string name="TradeCondition" id="277" presence="optional"></string>
              <string name="OpenCloseSettlFlag" id="286" presence="optional"></string>
              <decimal name="NetChgPrevDay" id="451" presence="optional"></decimal>
              <decimal name="ChgFromWAPrice" id="5510" presence="optional"></decimal>
              <decimal name="ChgOpenInterest" id="5511" presence="optional"></decimal>
              <decimal name="BidMarketSize" id="5292" presence="optional"></decimal>
              <decimal name="AskMarketSize" id="5293" presence="optional"></decimal>
              <int32 name="TotalNumOfTrades" id="6139" presence="optional"></int32>
              <decimal name="TradeValue" id="6143" presence="optional"></decimal>
              <int32 name="OfferNbOr" id="9168" presence="optional"></int32>
              <int32 name="BidNbOr" id="9169" presence="optional"></int32>
              <decimal name="ChgFromSettlmnt" id="9750" presence="optional"></decimal>
              <uInt32 name="SettlDate" id="64" presence="optional"></uInt32>
              <string name="SettleType" id="5459" presence="optional"></string>
              <string name="CXFlag" id="5154" presence="optional"></string>
              <string name="TradingSessionID" id="336" presence="optional"></string>
              <string name="TradingSessionSubID" id="625" presence="optional"></string>
          </sequence>
      </template>


    4. FIX dictionaries. Since Micex FAST v.4.0 interface FIX Antenna C++/.NET uses custom FIX dictionary fixdic50sp2_micex_asts.xml istead of fixdic50sp2.xml.

      It is recommended to check the dictionaries itself and properties for them:

      FIX dictionaryfixdic50sp2_micex_asts.xml - custom FIX50SP2MICEX_ASTS protocol
      fixdict11.xml - standard FIXT11 protocol
      additional.xml - extends FIX50SP2MICEX_ASTS protocol
      property in file engine.properties:DictionariesFilesList =../../../dic/fixdic50sp2_micex_asts.xml;../../../dic/fixdict11.xml;additional.xml
  4. Establish VPN connection with MOEX.For more details please refer to chapter 5 in Market Data Multicast User Guide which is available on MOEX FTP - ftp://ftp.moex.com/pub/FAST/ASTS/docs (for example, ftp://ftp.moex.com/pub/FAST/ASTS/docs/ENG_Market_Data_Multicast_User_Guide_Ver_4_0_2.pdf).
  5. Launch MICEX_QuickStart sample.


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