Binary protocol update for Derivatives market

New transactional binary protocol for derivatives market TWIME will be updated on test environment starting from 29 March 2016.  

Scheduled delivery date on production is 25 April 2016. We would like to inform you that since 23 April 2016 TWIME production version will be available for functional testing by Trading Participants. Testing schedule will be sent out to the subscriptions lists later.

What"s new in version 1.1.5:

• Unsolicited messages translation logic was changed:

1. If existing order placed via TWIME is deleted or replaced by another login linked to the same clearing account (via TWIME, CGate, FIX or trading terminal) then execution report would be sent to only 2 users: to the login - owner of the original order and to the login - initiator of replacement or deletion. Login – owner of the original order will receive unsolicited message.

2. If existing order is deleted or replaced by another login linked to the same clearing account, then the login having performed last operation would become owner of this order and would start to receive reports for this order.

3. Reports for orders, placed from another logins, linked to the same clearing account, as for TWIME account, won"t be translated for TWIME login.

• Field SecurityID is added to ExecutionSingleReport message and ExecutionMultilegReport.
• Field Side is added to ExecutionSingleReport message and ExecutionMultilegReport.
• Field CheckLimit is added to OrderReplaceRequest message.

Addresses to connect for leased lines and collocation users

91.203.252.38:9000, transactional service

91.203.252.38:9001, recovery service

Address to connect for internet users

91.208.232.244:9000, transactional service

91.208.232.244:9001, recovery service

Specifications and samples for developers are available at our ftp site - ftp://ftp.moex.com/pub/FORTS/test/TWIME/

For further information, please contact the Public Relations Department at (495) 363-3232.