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                29.04.2021 13:24

                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/

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