General description
The RTS Data Feed service is used to provide the real-time market data to information agencies and other distributors that transform the received data according to their internal protocols and disseminate information to their subscribers.
The RTS Stock Exchange adheres to the following principles of on-line information distribution:
- The RTS Stock Exchange provides fair and equal access to real-time market data.
- A distributor should account for every terminal that belongs to his clients.
- Distributors are being charged the fee that depends on the number of connected terminals. The minimum monthly payment equal to $500 may apply (the amount subject to change by the RTS).
- RTS information with more than a 15-minute delay may be distributed free of charge.
Products
| Information Product |
Monthly Charge per terminal,
USD (VAT included) |
RTS Quotes
- includes spot-market, derivatives and indices |
70 |
| "Ukrainian Exchange" |
25 |
Data stream contains information on best quotes and executed trades. Data is provided in the quotation currency.
The following information is available real-time on each security:
- 5 Best bids (Price and Volume)
- 5 Best offers (Price and Volume)
- Last trade (Price and Volume)
- The highest daily price
- The lowest daily price
- Total daily trading volume
- Opening price
- Closing price
Index Data
| Index |
Ticker Symbol |
| RTS Index |
RTSI |
| RTS-2 Index |
RTS2 |
Data stream consists of the following information on each index:
- Current value
- Opening value
- Previous closing value
Messages format
All information is presented as a data stream consisting of consecutively transmitted messages about trades, quotes and Indices.
In case of disconnection, the information, describes the state of the system on the moment of resuming, i.e. the current quotes and prices of the latest trades. The information about price changes for the period of disconnection is not being transmitted. Message format is described in Format Specification.
How to get connected
To get connected to RTS network and start receiving the RTS Data Feed, a distributor has to choose one of the available connection schemes and fill out the Order form for registration of the "RTS DATA FEED" service. Assistance is available at the RTS Sales Department.
Contacts
Address: RTS Stock Exchange, 38, Dolgorukovskaya str., bld. 1, Moscow, 127006
Telephone: +7 (495) 705-9031
Fax: +7 (495) 733-9515
Help Desk +7 (495) 733-9507, 500-3848
