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26.05.2017 17:15

Changes in structure of files with trading results at MOEX web site and in ISS web service

Please note that starting from 13 June 2017 the following changes will be made to the structure of files with trading results that are published at MOEX web site as well as to some data structures in the ISS web service.

1. ISS replies with online data on trading with bonds (requests like http://iss.moex.com/iss/engines/stock/markets/bonds/.../securities) will be extended with the following fields:

  • IRICPICLOSE – Implied RUONIA/Implied inflation (MARKETDATA reply block)
  • BEICLOSE – Implied inflation (BEI) (MARKETDATA reply block)
  • COUPONPERCENT – Coupon rate, % (SECURITIES reply block)

2. ISS replies with online data on negotiated deals (requests like http://iss.moex.com/iss/engines/stock/markets/bonds/.../securities) will be extended with the following fields:

  • IRICPICLOSE – Implied RUONIA/Implied inflation (MARKETDATA reply block)
  • BEICLOSE – Implied inflation (BEI) (MARKETDATA reply block)
  • COUPONPERCENT – Coupon rate, % (SECURITIES reply block)

3. ISS replies with trading results on bonds (requests like http://iss.moex.com/iss/history/engines/stock/markets/bonds/.../securities) will be extended with the following fields:

  • LASTPRICE – Last trade price (excluding the closing period and closing auction), % of the face value
  • IRICPICLOSE – Implied RUONIA/Implied inflation
  • BEICLOSE – Implied inflation (BEI)
  • COUPONPERCENT – Coupon rate, %
  • COUPONVALUE – Coupon value, Rubles
  • BUYBACKDATE – Date used for yield calculation (if empty then the last trade yield value is calculated for the maturity date), Rubles.
  • LASTTRADEDATE – Last trade date

4. ISS replies with trading results on negotiated deals (requests like http://iss.moex.com/iss/history/engines/stock/markets/ndm/.../securities) will be extended with the following fields:

  • IRICPICLOSE – Implied RUONIA/Implied inflation
  • BEICLOSE – Implied inflation (BEI)
  • COUPONPERCENT – Coupon rate, %
  • COUPONVALUE – Coupon value, Rubles
  • BUYBACKDATE – Date used for yield calculation (if empty then the last trade yield value is calculated for the maturity date), Rubles.
  • LASTTRADEDATE – Last trade date

5. Files with trade results for bonds and negotiated deals (http://www.moex.com/en/marketdata/archive/) will be extended with the same sets of fields as listed above. The new fields are appended to the CSV file columns, i.e.:

  • New fields for bonds market trade results: LASTPRICE;IRICPICLOSE;BEICLOSE;COUPONPERCENT;COUPONVALUE;BUYBACKDATE;LASTTRADEDATE
  • New fields for NDM market results:  IRICPICLOSE;BEICLOSE;COUPONPERCENT;COUPONVALUE;BUYBACKDATE;LASTTRADEDATE

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

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