OREANDA-NEWS. October 20, 2010. On October 18, 2010 RTS Stock Exchange starts to provide a new service for participants and clients of the derivatives market FORTS and cash equities market RTS Standard (both function on the trading platform of FORTS) – all transactions log of unlimited depth.

Now the clients who use the trading system via the gateway will be able to receive a record of all trading transactions that were accepted by the trading system during the running trading session with an indication of the orders’ status (entered \ deleted), and a list of changes in transactions’ parameters (partial execution, moving the order). The log will also contain trades entries specifying the matched orders numbers.

With the introduction of this service, processing of market data will become more flexible and prompt, allowing market participants to employ various software approaches for automated processing, aggregating and analyzing market data. It also makes it easier to use automated decision making systems and order routing facilities to accelerate the process of decision making for algo trading and especially for high frequency trading. The time of accepting a transaction by the trading system is displayed with millisecond accuracy which allows for instantaneous decision making and analyzing the tiniest movements of the market.

The service will be provided to all clients who are connected to the FORTS trading system via the Plaza II protocol. A comprehensive service description is available in the Plaza II gateway documentation.

The service will be provided free of charge during the grace period, i.e. until December 1, 2010.