12.09.2016 10:55

Derivatives market FAST feeds update

Moscow Exchange would like to inform you that production FAST feeds from Derivatives market will be updated on 17 September 2016.

What"s new:

1. Revision field within incremental stream 'ORDERS-LOG' will be updated for message pairs sent on order replacement procedure.

2. 0x8000000000000000 bit is reset to zero when flags are transmitted in field 'MDFlags' within 'ORDERS-LOG' stream.

3. 0x1000 bit (flag of last record in order matching transaction) transmission failure bug is fixed in 'MDFlags' field within stream 'ORDERS-LOG'.

All changes are available on Derivatives Market UAT environment since 9 September 2016.

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

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