OREANDA-NEWS. September 21, 2011. On Saturday, September 17, 2011, MICEX Stock Exchange and RTS Stock Exchange held the joint load testing of their trading systems.

The systems of the MICEX Equity & Bond and Derivatives markets, RTS FORTS, RTS Standard markets and RTS Money were tested.

The aim of this testing was to assess the systems production capacity and stability of the latest improvements made to the systems configurations as well as to detect any potential weak places when the maximum load has been reached on the trading system and infrastructure of the Exchange and of the trading participants.

The testing was carried out on the participants’ and Exchanges’ current equipment. The trading activity was generated by both the participants and by the robots working on the Exchange capacities.

Alexander Shlyappo, Vice President at MICEX, expressed appreciation to all who participated in the testing and said: "Over 120 market participants accepted our invitation to verify the stability of the trading systems. We provide them with the opportunity to check their own software and hardware tools including internet trading systems and systems for algorithmic high-frequency trading’.  

Sergey Zamolotskikh, member of the RTS Executive Board, Head of Infrastructure Projects, added the following: "This testing of the trading and clearing systems gave us a good opportunity to prove our prospective projects and take into account the results in order to adjust plans for the future development".

Vladimir Kurlyandchik, Head of Business Development at ARQA Technologies, who took part in the testing, said:  "This joint testing allowed market participants and their clients to obtain realistic estimates for production capacities of their own systems and communication channels under conditions where a rapid growth of a number of transactions and load intensity have taken place on the markets".  

According to preliminary results of the load tests the following values of production capacities were detected:

For MICEX systems:

on the Equity & Bond Market orders were processed with the frequency of 10,000 orders per second during the testing with the participants.

Orders were processed with the frequency of 20,000 orders per second in the trading and clearing system core of the Equity & Bond Market.

Orders were processed with the frequency of 13,000 orders per second on the Derivatives market.

Clients connections were transferred to the standby server during 15 seconds without connection interruptions.

For RTS systems:

total number of updates passed through the trading system core during the testing trading session amounted to 107,772,639.

Total number of transactions reached 10,319,249

Maximum frequency of transactions processing by the core of the trading system and delivery of data to clients access servers totaled 20,000 transactions per second.

Configuration guidelines for the participants’ software and hardware tools will be provided after results of the testing have been finalized in order to avoid problems with future growth in the number and intensity of transactions.