FX and Equity market ASTS system releases
The next release of the FX and equity markets ASTS trading and clearing systems is scheduled for 4 December 2017.
Equity market release includes
1. Unified collateral pool (ftp://ftp.moex.com/pub/ClientsAPI/ASTS/docs/UnifiedPool_English.pdf)
2. Sponsored market access (http://www.moex.com/n16682)
FX market release includes
1. Start of registration of 5-digit position codes (BankAccID)
2. Prolongation of TOD trading
Trading with USDRUB_TOD instrument will be extended for 30 minutes – to 17:45. Trading with the following instruments on the main trading mode (including swap auctions with the Bank of Russia) will be extended for 30 minutes: USD_TODTOM, USD_TODSPT, GLD_TODTOM and SLV_TODTOM (18:00).
Negotiated trading will be extended for 1,5 hours – to 19:00.
The procedures of the end-of-day reports generation and delivery (such as number of reports, session numbers, generation sequence) do not change. The report delivery time will change from 17:45 to 19:15 MSK (i.e. will be joined with other reports currently generated at 19:00).
Detailed schedule – in new trading schedule.
3. Inclusion of commission fee into single limit
A new TAG - COMT will be added to the POSITIONS table to display liabilities on trade commission fee payments. This value is deducted from a single limit value. During the technical trade generation on the TRAD board the COMT value will decrease.
4. Multiple accounts for commission payment (technical readiness, will be available to clearing members later)
For each settlement account that has a corresponding trading account which is used for trade conclusion it will be possible to create a separate settlement account to be used for commission fee payments.
5. New fees for long-term trades
A new marketing program will be introduced for trade members with new commission fees for long-term trades (excluding the precious metal instruments) on both main and negotiated trading modes. More details will be published later in the FX market section of the MOEX web site.
The following new objects will be added to the ASTS Bridge broker interfaces IFC_Broker28 (FX) and IFCBroker_28 (equity)
Attention: changes on the FX market affect the interface that is already in production since September 2017.
- The tax payer ID will be added to the FIRMS table.
- New table BANKACC_FULLCOVERED_LIMITS - limits on settlement accounts and a corresponding transaction SET_BANKACC_FCLIMIT2 to set internal limits.
All the new projects listed are already available on test servers - INET_GATEWAY (equity) and SPCUR_GATEWAY (FX). Updated broker interfaces will be available on test environments after 1 November 2017.