MOEX launches ultra-low latency market data solution for derivatives

Moscow Exchange MOEX

Moscow Exchange (MOEX) has announced that it will launch an updated version of the FAST protocol and a new FAST Full_orders_log Online service to enhance market data delivery from its Derivatives Market.

The updated version will allow trading members to cease using other market data sources. Traders will now be able to reduce their infrastructure costs associated with access to derivatives trading. 

Approximately 15 million orders are submitted to, and up to one million trades of up to five million contracts or RUB 350 billion are executed through the Derivatives Market’s trading platform on a daily basis.

The exchange has recently announced that it will launch trading in options on its new futures offering, the US 500 Index futures contract.

MOEX has already informed that a revised methodology for the calculation of Moscow Exchange’s indices will take effect on 21 January 2019, as well as its indices rebranding will be completed on the same date.


Read Also: