MOEX Spectra Market Data Adapter
Steps to migrate from the previous version of Spectra adapter to version 1.2
MOEX has updated the specification for Spectra market (link to the article) to version 1.2
Support of Spectra v.1.2 has been introduced in the Spectra adapter in FIX Antenna 2.15
The Spectra adapter in FIX Antenna 2.15 is incompatible with the previous version of Spectra protocol.
Update FIX Antenna to version 2.15
Update Spectra adapter configuration files: templates.xml, fixdic50sp2spectra.xml, configuration.xml
Fix InstrumentListener::onSnapshot callback in your code according to the example above
Rebuild your application
Changes in B2BITS FIX Antenna
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
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.xmlChange in Adapter API to pass all fragments of a fragmented snapshot in a single callback:
//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
Steps to migrate from the version 1.2 of Spectra adapter to version 1.2.3
Update Spectra adapter templates.xml configuration file in your application from the official MOEX ftp
Update Spectra adapter configuration.xml configuration file in your application from the official MOEX ftp
Steps to migrate from the version 1.3.2 of Spectra adapter to version 1.4.2
Update Spectra adapter templates.xml configuration file in your application from the official MOEX ftp
Update Spectra adapter fixdic50sp2spectra.xml configuration file in your application from this link: or get it from the recent FIX Antenna C++ 2.20.2 package.
Supported since FIX Antenna 2.20.2
Changes in B2BITS FIX Antenna
Updated Spectra adapter dictionary fixdic50sp2spectra.xml regarding the new templates.xml
Added support of Sequence Reset messages.
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".