Support Board

Date/Time: Sun, 19 May 2024 20:00:20 +0000

Post From: Соединение по FIX протоколу с QUIK

[2015-05-03 09:21:30] Link To Thread - Link To Post [Go To First Post]
ganz - Posts: 1048
SC Support Regarding the historical data backfill for the MOEX Derivatives market: - The Official Exchange Data source http://moex.com/ru/orders?historicaldata - The proprietary formatted data source - as an example: https://www.zerich.com/internet-trading/trade-systems/qscalp-history.html the source format is described here http://www.qscalp.ru/store/qsh.pdf this is the MS DeflateStream based one