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:Â 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.Â
The newest one can be obtained from the official MOEX FTP: ftp://ftp.moex.com/pub/FAST/Spectra/test/ files fastgate.xml or configuration.xmlÂChange 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: fixdic50sp2spectra.xml or get it from the recent FIX Antenna C++ 2.20.2 package.
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".