FAST connector
FAST Protocol Connector The FAST Protocol connector connects StockSharp to real-time exchange feeds that use FIX Adapted for STreaming. It decodes venue-specific templates and converts multicast data ...
Install-Package StockSharp.FAST -Version 5.0.39
FAST Protocol Connector
The FAST Protocol connector connects StockSharp to real-time exchange feeds that use FIX Adapted for STreaming. It decodes venue-specific templates and converts multicast data into the unified StockSharp message model.
Key capabilities
- Built-in dialects for MOEX ASTS and Spectra, B3/Bovespa, and Gain Futures feeds.
- Instrument reference data, Level 1 values, tick trades, order books, statistics, order-log events, and news where supplied by the selected dialect.
- UDP multicast processing with snapshot, incremental, and recovery channels.
- Configurable feed groups, network endpoints, templates, and dialect settings.
- This adapter is intended for market data and does not route orders.
- FAST presence maps, field operators, and venue message layouts are hidden behind the standard StockSharp API.
Typical use
Use this connector for low-latency feed capture, market-data distribution, monitoring, storage, and live analytics.
Available markets, fields, depth, recovery, and real-time access depend on the selected dialect, exchange feed, network configuration, and entitlements.