FIX-FAST-protocol подключения к moex.com. Образец получаемых данных.
Erlang/OTP 17 [erts-6.2] [source] [64-bit] [smp:8:8] [async-threads:10] [kernel-poll:false]
Eshell V6.2 (abort with ^G) 1> application:start(fast).
ok
2> A = ["172.27.129.77","239.192.7.27","24027"].
["172.27.129.77","239.192.7.27","24027"]
3> fast_sample:start(A).
<<"Reset">> []
<<"DefaultIncrementalRefreshMessage">> [{<<"ApplVerID">>,<<"8">>},
{<<"MessageType">>,<<"X">>},
{<<"SenderCompID">>,<<"RTS">>},
{<<"MsgSeqNum">>,12573},
{<<"SendingTime">>,20141021063626921},
{<<"MDEntries">>,
[[{<<"MDUpdateAction">>,0},
{<<"MDEntryType">>,<<"w">>},
{<<"SecurityID">>,67242566},
{<<"SecurityIDSource">>,8},
{<<"ExchangeTradingSessionID">>,
4697},
{<<"RptSeq">>,4013},
{<<"MDEntrySize">>,289967},
{<<"MDEntryTime">>,63626918},
{<<"NumberOfOrders">>,185}]]}]
<<"Reset">> []
<<"DefaultIncrementalRefreshMessage">> [{<<"ApplVerID">>,<<"8">>},
{<<"MessageType">>,<<"X">>},
{<<"SenderCompID">>,<<"RTS">>},
{<<"MsgSeqNum">>,12574},
{<<"SendingTime">>,20141021063628187},
{<<"MDEntries">>,
[[{<<"MDUpdateAction">>,0},
{<<"MDEntryType">>,<<"v">>},
{<<"SecurityID">>,66490694},
{<<"SecurityIDSource">>,8},
{<<"ExchangeTradingSessionID">>,
4697},
{<<"RptSeq">>,3711},
{<<"MDEntrySize">>,8951},
{<<"MDEntryTime">>,63628179},
{<<"NumberOfOrders">>,232}]]}]
<<"Reset">> []
<<"DefaultIncrementalRefreshMessage">> [{<<"ApplVerID">>,<<"8">>},
{<<"MessageType">>,<<"X">>},
{<<"SenderCompID">>,<<"RTS">>},
{<<"MsgSeqNum">>,12575},
{<<"SendingTime">>,20141021063628202},
{<<"MDEntries">>,
[[{<<"MDUpdateAction">>,0},
{<<"MDEntryType">>,<<"v">>},
{<<"SecurityID">>,66490694},
{<<"SecurityIDSource">>,8},
{<<"ExchangeTradingSessionID">>,
4697},
{<<"RptSeq">>,3712},
{<<"MDEntrySize">>,8949},
{<<"MDEntryTime">>,63628190},
{<<"NumberOfOrders">>,230}]]}]