Update of test SBE FOL Service for Derivatives Market

Dear MOEX Derivatives Market clients,

A new version of the SBE FOL derivatives market service is available for testing on the T1 test environment.

Key change: full-fledged BestPrices dissemination.
 

Other changes:

• Fields in the 'Market Data Packet Header' message were rearranged.

• The 'BestPrices' message:

• The 'RptSeq' field was removed.
• The 'ExchangeTradingSessionID' field type changed to uInt32.
• The 'SecurityID' field was moved to the end of the message, and its type changed to Int32.

• The 'OrderLogUpdate' message:

• The 'SecurityID' field type changed to Int32NULL.

• The 'OrderBookSnapshot', 'SecurityStatus', and 'SecurityDefinitionUpdateReport' messages:

• The 'SecurityID' field type changed to Int32.

• The 'SecurityDefinition' message:

• The type of the 'SecurityID' and 'LegSecurityID' fields changed to Int32.
• The type of the 'UnderlyingSecurityID' and 'UnderlyingFutureID' fields changed to Int32NULL.

The specification, client application and the schema are available via the following links:
https://ftp.moex.com/pub/SBE/test/doc/
https://ftp.moex.com/pub/SBE/test/sbe_fol.xml
https://ftp.moex.com/pub/SBE/test/sbe_sensor.zip
 

The corresponding pcap files will be updated soon:

https://ftp.moex.com/pub/SBE/test/pcap/