Spectra T1 test environment upgrade
Dear Derivatives market customers,
We updated the Derivatives market T1 test environment to version 6.4.20 in which the first stage of negative price support was added.
It is an intermediate version based on the current version of SPECTRA 6.4, the goal of this update is to give you an opportunity to start the preparations for processing trading commands and broadcasting negative prices as soon as possible.
For testing purposes we added two separate Futures contracts — NBR-6.20, NCL-6.20, their prices can become negative.
Note that risk parameters at this stage can be calculated incorrectly. It will be fixed at the next stage of the update that is expected in the first half of June 2020. Schemes for replication and message sending are unchanged in the current intermediate version.
New distributives are available through the following links: https://ftp.moex.com/pub/Terminals/Spectra/Test/
Fields that can take negative values are listed in the attached file.
The preliminary release date for this version — 6 July 2020. We would also like to remind you that the release of SPECTRA 6.5 encompassing changes to orders/trades numeration, synthetic matching and iceberg orders is rescheduled to the second half of the year.