Monthly Archives: March 2016

Наработки взаимодействия с Московской Биржей (moex.com)

Писалось на заказ. Неожиданно заказчик повел себя как распоследний , поэтому сотрудничество с ним пришлось разорвать. С биржи по UDP multicast получаются данные в FIX/FAST формате, парсятся и выводятся в текстовом виде, типа такого: MessageType=W|BeginString=FIXT.1.1|ApplVerID=9|SenderCompID=MOEX|MsgSeqNum=190|SendingTime=20160128153351615|LastMsgSeqNumProcessed=284118|RptSeq=130588|TradSesStatus=100|TradingSessionID=CETS|Symbol=USD000UTSTOM|LastFragment=0|RouteFirst=0|MDSecurityTradingStatus=17|MDEntryType=1|MDEntryID=S000749310|MDEntryPx=74,931|MDEntrySize=1435|MDEntryTime=122122000|OrigTime=281543|MDEntryType=1|MDEntryID=S000749340|MDEntryPx=74,934|MDEntrySize=9808|MDEntryTime=121729000|OrigTime=789707|MDEntryType=1|MDEntryID=S000749360|MDEntryPx=74,936|MDEntrySize=4768|MDEntryTime=125132000|OrigTime=8496|MDEntryType=1|MDEntryID=S000749380|MDEntryPx=74,938|MDEntrySize=4184|MDEntryTime=124334000|OrigTime=80760|MDEntryType=1|MDEntryID=S000749410|MDEntryPx=74,941|MDEntrySize=121|MDEntryTime=125517000|OrigTime=844733|MDEntryType=1|MDEntryID=S000749450|MDEntryPx=74,945|MDEntrySize=1548|MDEntryTime=124636000|OrigTime=750455|MDEntryType=1|MDEntryID=S000749460|MDEntryPx=74,946|MDEntrySize=223|MDEntryTime=122356000|OrigTime=776432|MDEntryType=1|MDEntryID=S000749510|MDEntryPx=74,951|MDEntrySize=268|MDEntryTime=125755000|OrigTime=892775|MDEntryType=1|MDEntryID=S000749530|MDEntryPx=74,953|MDEntrySize=1616|MDEntryTime=124131000|OrigTime=220050|MDEntryType=1|MDEntryID=S000749550|MDEntryPx=74,955|MDEntrySize=2688|MDEntryTime=123726000|OrigTime=152010|MDEntryType=1|MDEntryID=S000749600|MDEntryPx=74,96|MDEntrySize=1275|MDEntryTime=123512000|OrigTime=764124|MDEntryType=1|MDEntryID=S000749640|MDEntryPx=74,964|MDEntrySize=824|MDEntryTime=123203000|OrigTime=777196|MDEntryType=1|MDEntryID=S000749650|MDEntryPx=74,965|MDEntrySize=772|MDEntryTime=124623000|OrigTime=230135|MDEntryType=1|MDEntryID=S000749740|MDEntryPx=74,974|MDEntrySize=2776|MDEntryTime=124437000|OrigTime=158454|MDEntryType=1|MDEntryID=S000749820|MDEntryPx=74,982|MDEntrySize=1788|MDEntryTime=125232000|OrigTime=844530|MDEntryType=1|MDEntryID=S000750000|MDEntryPx=75|MDEntrySize=1396|MDEntryTime=125305000|OrigTime=899741|MDEntryType=1|MDEntryID=S000750190|MDEntryPx=75,019|MDEntrySize=1885|MDEntryTime=125838000|OrigTime=22476|MDEntryType=1|MDEntryID=S000750280|MDEntryPx=75,028|MDEntrySize=732|MDEntryTime=124404000|OrigTime=856011|MDEntryType=1|MDEntryID=S000750320|MDEntryPx=75,032|MDEntrySize=576|MDEntryTime=123527000|OrigTime=958021|MDEntryType=1|MDEntryID=S000750400|MDEntryPx=75,04|MDEntrySize=410|MDEntryTime=124313000|OrigTime=623673|MDEntryType=1|MDEntryID=S000750420|MDEntryPx=75,042|MDEntrySize=620|MDEntryTime=122940000|OrigTime=867921|MDEntryType=1|MDEntryID=S000750440|MDEntryPx=75,044|MDEntrySize=1012|MDEntryTime=124532000|OrigTime=148887|MDEntryType=1|MDEntryID=S000750470|MDEntryPx=75,047|MDEntrySize=3856|MDEntryTime=125158000|OrigTime=747465|MDEntryType=1|MDEntryID=S000750530|MDEntryPx=75,053|MDEntrySize=460|MDEntryTime=124001000|OrigTime=437901|MDEntryType=1|MDEntryID=S000750590|MDEntryPx=75,059|MDEntrySize=396|MDEntryTime=123822000|OrigTime=267858|MDEntryType=1|MDEntryID=S000750600|MDEntryPx=75,06|MDEntrySize=415|MDEntryTime=123157000|OrigTime=598998|MDEntryType=1|MDEntryID=S000750710|MDEntryPx=75,071|MDEntrySize=366|MDEntryTime=123309000|OrigTime=719607|MDEntryType=1|MDEntryID=S000750760|MDEntryPx=75,076|MDEntrySize=1924|MDEntryTime=122933000|OrigTime=354438|MDEntryType=1|MDEntryID=S000750820|MDEntryPx=75,082|MDEntrySize=49|MDEntryTime=124140000|OrigTime=597651|MDEntryType=1|MDEntryID=S000750830|MDEntryPx=75,083|MDEntrySize=2400|MDEntryTime=124052000|OrigTime=668973|MDEntryType=1|MDEntryID=S000750920|MDEntryPx=75,092|MDEntrySize=4080|MDEntryTime=124941000|OrigTime=912465|MDEntryType=1|MDEntryID=S000750940|MDEntryPx=75,094|MDEntrySize=324|MDEntryTime=123652000|OrigTime=112304|MDEntryType=1|MDEntryID=S000750950|MDEntryPx=75,095|MDEntrySize=360|MDEntryTime=123702000|OrigTime=629773|MDEntryType=1|MDEntryID=S000750980|MDEntryPx=75,098|MDEntrySize=456|MDEntryTime=124209000|OrigTime=34577|MDEntryType=1|MDEntryID=S000751070|MDEntryPx=75,107|MDEntrySize=1326|MDEntryTime=124642000|OrigTime=762121|MDEntryType=1|MDEntryID=S000751190|MDEntryPx=75,119|MDEntrySize=1106|MDEntryTime=125025000|OrigTime=941044| Генератор структур (FastStruct.cs) не выкладываю, … Продолжить чтение

Тэги