Binary protocol update for Derivatives market

Dear MOEX Derivatives market users,

Please be informed planned date for production roll on for TWIME protocol version 3.1 is 17 September 2018.

What’s new in 3.1:

• The WireGate checks the identifiers uniqueness. A client is required to provide unique 'ClOrdID' for orders with the session-long lifetime during a single trading session. A client is also required to provide the unique 'ClOrdID' for multi-day orders within their lifetime. Any nonunique 'ClOrdID' sent by client side will be rejected by the WireGate with the reply message 'SessionReject' containing error code 101 (ClOrdIdIsNotUnique).

To simplify client’s migration control of uniqueness of ClOrdID and rejection of non-unique messages will be enforced later, planned date is 29 October 2018.

The latest specification and schema files are available at our ftp site - ftp://ftp.moex.com/pub/TWIME/Test/doc/

The new schema is fully backward-compatible. Although not mandatory, it is recommended to update your schema file.