Changes in FX and securities market systems
The next update of MOEX FX and securities market trading and clearing systems is scheduled for 17 September 2018.
Main projects implemented in this update:
1. Trading of foreign issued securities: https://www.moex.com/n20230
2. New currency pairs: https://www.moex.com/s2358
3. New technology of execution of deliverable futures on precious metals on FX market.
Precious metal futures delivery will be executed on a new SPEC trading board for the GLDRUB_TOM instrument. Trades on this board can only be concluded during the delivery procedure. Trading members cannot enter orders on this board.
There are no changes in FIX/FAST protocols.
This release will include MICEX Trade Currency and MICEX Trade SE trader terminal update and new versions of ASTS Bridge broker interfaces:
- trading & clearing interface for securities market: IFCBroker31
- trading interface for FX market: IFCBroker31
- clearing interface for FX market: IFCBroker31R
Interface specs and comparison to the previous version are available at:
Changes if IFCBroker31 interfaces:
1. New BANKACC.EARLYSETTLETIME and BANKACC.TRADINGCLOSEDTIME fields (FX and securities) which will be used in the early settlement project. This project will be implemented in a release following this one, so more details will be published later.
2. New ALL_TRADES.FACEAMOUNT and TRADES.FACEAMOUNT field (securities) to show trade volume calculated at a bond face value.
3. New SECURITIES.SUBORDBOND (securities) to display a subordination flag for a security.
4. RM_HOLD table is removed from the FX interface because all its data has been earlier (from version 28) moved to RM_POSN.
5. RM_PRODUCT_SPREAD table is removed from FX and securities interfaces. Corresponding data can be found in the RC field of the ASSETS table for asset group with AssetType=L (interproduct spread). The table will remain in previous versions of interfaces.
Changes in position identifiers (POSITION.TAG):
1. Trading limit (TAG=UTST) will be removed on the FX market, because of the existence of settlement accounts of 1st, 2nd, 3rd levels for which internal restrictions for a single limit may be set.
2. New TAGs will be added for the position accounting for all new currency pairs.
The test environments will be updated to the new versions of trading and clearing systems on 22 August 2018.