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quickfast - MicexRts.wiki


Introduction

I successfully receive and decode FAST-endoded data from MICEX-RTS exchange(http://rts.micex.ru/)

Details

Typical InterpretApplication command line is: InterpretApplication -mlisten 0.0.0.0 -multicast address:port -t /path/to/templates.xml

They use multiple IP addresses for feeds, but port numbers may be the same, so if you run multiple InterpretApplication commands for different IP's but with the same port you'll receive messages from both feeds on both running programs (when running on Linux)

I am talking about this behaviour: http://groups.google.com/group/quickfast_users/browse_thread/thread/bc8dee3bbc782155/c2fcb8aed30e6334

Black Jack