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18.01.2017 16:16

New in Securities market ASTS trading system

The Equity & Bond test INET_GATEWAY environment has been updated to reflect the latest changes to be included into the next release of the ASTS trading and clearing system.

1. Migration to the new internal system architecture - ASTS+ trading and clearing engine which has been already introduced on the FX market last year.

2. The new ASTS Bridge interface IFCBroker_27.

The following main changes are made compared to the previous version:

  • New fields in the ASSETS table with asset groups and types.
  • New flags in the POSITIONS table to show if internal and external limits are active.
  • The type of the SECURITIES.FACEVALUE and the SECACCINT.FACEVALUE fields has been changed from PRICE to FLOAT. So now the values in these fields are not affected by the DECIMALS value and that allows to display correct data for securities which face value greatly differs from the current prices.
  • The type of the SECACCINT.ACCINT field has been changed from PRICE to FLOAT. So now if the DECIMALS value is not specified in the table input field then the accrued interest is shown with the maximum precision.
  • The obsolete MM_STATS table has been removed. The correct table to use is EXT_MMSTATS.

Specs for the new interface.

3. Interproduct spreads for federal bonds (OFZ)

Securities can now be grouped to receive the interproduct spread discount. Groups may form a supergroup. Information on the inclusion of a security into a group or a supergroup is available in the ASSETS.GROUPASSET field. The discount rate is displayed in the ASSETS.RC field for assets with ASSETTYPE=K. The discount is applied when there are opposite market risks for securities included into the same group. Value of the discount is added to the Single Limit planned value. The discount value is calculated using the following formula: Discount = ROUND(2 * Discount rate * MIN(Market risk for buy orders; Market risk for sell orders)).

4. As part of the client connectivity software and APIs 2-year lifecycle it will no longer be possible to connect to the system using the ASTS Bridge (earlier known as MICEX Bridge and TEAP) versions older than 4.2.2. Broker interfaces older than version 22 will no longer be supported. It will be possible to connect using the old interfaces until the end of 2017 (tentatively), but no technical support will be provided to their users.

5. MICEX Trade SE and MICEX SE Analytic terminals will be upgraded.

6. New version of the FAST udp multicast marketdata 4.5 - see http://moex.com/n14716

This release of the ASTS+ trading and clearing system is scheduled to go live on 20 March 2017.

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

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