02.10.2019 19:07

FAQ about migration to new Securities market platform

Dear Securities market clients,
 
With the following list we would like to clarify the most frequently asked questions about the upcoming upgrade of the Securities market platform.
 
I can no longer see technical trades concerning the general collateral certificates issue on the GCTR board 
Technical trades (transfers) that are published when GCCs are issued/expire on asset transfers and during the mark to market procedure are only available in the TRADES table of the clearing system.
Please pay special attention that:
- the key field in the clearing system TRADES table is CLEARINGTRADENO, not TRADENO;
- length of CLEARINGTRADENO is 21 symbols;
- TRADENO field for GCC trades on the GCTR board is not specified (displays -1).
 
Some tables are present in both trading and clearing interfaces. Which should I use? 
The main logic of separation is that data on positions, obligations and risk parameters is stored in the clearing system. However there are cases when users want to work only with one of these systems. So in order to help building a consistent data model we duplicate certain information in both systems. For example, market risk parameters are present in trading system to determine price limits while static securities definition is also present in clearing system. If information that you need is present in new versions of both trading and clearing interfaces then you may use any of them.
 
I can no longer see short selling prohibition flags in BANKACC, TRDACC, FIRMS tables 
This information is only available in clearing system.
 
Will bridge interface versions below 31 still be supported? 
Clearing and trading interface separation starts at version 31 (the most current version is IFCBroker34). Interfaces older than IFCBroker_25 will not be working. Interface versions from 25 to 30 will still be working for trading and market data functions. However tables, fields and transactions from the mentioned versions that are not present in newer version (for example IFCBroker34) will not work.
 
Is it necessary to upgrade the ASTS Bridge to switch to new interface versions? 

Apart from very rare and explicitly mentioned cases, switching to newer interface versions does not require the bridge software upgrade. Although we always recommend using the most up to date versions of the ASTS Bridge and the corresponding mtesrl library version. New trading system version will be supporting bridge versions starting from 4.2.0 (most recent version 4.3.4, version 4.3.5 will be released with the trading system upgrade). However if you've got MOEX Trade SE terminals connected via ASTS bridge and its version is older than 4.3.2.1142, upgrade will be necessary.
 
Should we use different user IDs to connect to the separate systems? 
Not necessarily. A single identifier can be used to connect to both trading and clearing systems. Changes to the identifier parameters are not required.
 
We require only trading tables and transactions. Do we have to establish the connection with the clearing system? 
No, the connection to the clearing system is not required in this case.
 
How to change a password for a user ID in both systems? 
Since one identifier is able to connect to two systems the trading system serves as a master database for passwords. Because of this, password can be changed through the connection to the trading system.
 
What changes are required for the MOEX Trade SE? 
If the terminals are using the default connection settings (directly to the exchange servers), changes will be implemented automatically during the terminal autoupdate when connecting to the trading system after new version is released. In other cases changes must be made in the Clearing system profile tab according to settings published on this page.
 
Can I change MOEX Trade SE connection settings in advance? 
Yes, changes can be made beforehand, but their verification will be possible only on the Saturday prior to the release date.
 
Will I be able to trade (enter/cancel orders) in case of a clearing system connection loss? 
Maintaing the connection to the clearing system is not a mandatory condition for trading operations. If the connection is lost because of the bridge malfunction or a network connection failure, you will still be able to continue trading. If connection to the clearing system for the MOEX Trade SE is lost, the terminal will keep working within trading functionality.
However, if the connection is lost due to clearing system core failure, placing orders will not be possible because of impossibility to calculate collateral requirements in the risk management system. Order cancellation is still possible.
 
Is it possible to test our software with the new platform? 
We strongly recommend that! INET_GATEWAY/INET_RISKGATEWAY test environments already have the new system version installed.

 

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