...
Updated configuration files
File Description Location templates.xml FAST template
used to decode messageOfficial ftp: ftp://ftp.moex.com/pub/FAST/Spectra/test/ files templates.xml
in FIX Antenna package: <FixAntenna_distribution_package>\samples\SpectraClient\bin\templates.xmlfixdic50sp2spectra.xml FIX dictionary
used to map decoded message to FIX messagein FIX Antenna package: <FixAntenna_distribution_package>\samples\SpectraClient\bin\fixdic50sp2spectra.xml configuration.xml Feed configuration for test environment in FIX Antenna package: <FixAntenna_distribution_package>\samples\SpectraClient\bin\configuration.xml Info title Note The connections configuration file for spectra's test feeds <FixAntenna_distribution_package>\samples\SpectraClient\bin\configuration.xml can be obsolete in the package.
The newest one can be obtained from the official MOEX FTP: ftp://ftp.moex.com/pub/FAST/Spectra/test/ files fastgate.xml or configuration.xml e.g.: configuration.xmlxmlChange in Adapter API to pass all fragments of a fragmented snapshot in a single callback:
Code Block language cpp //old version void InstrumentListener::onSnapshot( SpectraSubscriptionItem const& subsItem, Engine::FIXMessage const* msg ) { applySnapshot(msg); } //new version void InstrumentListener::onSnapshot( SpectraSubscriptionItem const& subsItem, Engine::FIXMessage const* const* msgs, size_t snapshotsCount) { for(size_t i = 0; i < snapshotsCount; ++i) { applySnapshot(msgs[i]); //Order Book is in inconsistent state until the last message of msgs[] is applied } }
- The Spectra client sample was updated to use new Spectra adapter
see <FixAntenna_distribution_package>\samples\SpectraClient
...
Updated Spectra adapter dictionary fixdic50sp2spectra.xml regarding the new templates.xml
Added support of Sequence Reset messages.
Info On a Sequence Reset message, a recovery procedure will occur. For more information please refer to the article "How MOEX Spectra Market Data Adapter reacts on Sequence Reset message".