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08.10.2021 17:14

The next release of Securities and FX market systems

Dear MOEX clients,

It is scheduled the next release of the FX and Securities markets trading and clearing systems. The following key changes are included. 

SECURITIES MARKET

New versions of ASTS Bridge broker interface IFCBroker41 and IFCBroker42

New versions IFCBroker41 and IFCBroker42 of ASTS Bridge broker interfaces will be introduced. Similar to IFCBroker39/IFCBroker40, 41 version supports prices of size 9, and 42 version supports prices of size 17.
Please note that it is not planned to release pair versions of interfaces in the future, further versions will be intended to support prices of increased size only.

Descriptions of broker interface new versions will be published at the FTP server soon.

Links with Foreign liquidity providers

Earlier announced project will be ready to be implement in production environment. Starting from 6 October sending quotes of liquidity provider using FIX protocol will be available on T1 (INET) test environment.

Morning session on the Equity Market

On December, trading hours will be expanded on the equities market with introduction of morning trading session. Please see description at the MOEX website.

Please note technical details:

There are new fields in existing tables of ASTS Bridge broker intefaces:

· MORNINGSESSION in the SECURITIES table - Y/N flag to show if instrument is admitted to trading in morning session;

· MORNINGSESSION in the FIRMS table - Flag that shows if a firm is available for trading in morning session.

New event types will be added to the TRDTIMETYPES table:

· E4 - Morning trading start;
· E5 - Morning trading end.

The SessionNo field in trading reports will have new value: '0' - morning trading session.

File names of SEM02, SEM03, SEM21 reports is formed with number of trading day part: 001 - additional morning and main trading sessions, 002 - additional evening session, 00T - trading day. For example: MM00001_SEM21_001 - report for the main session and morning session.

It is planned to launch described functionality in T1 test environment on the next week.

FX market

Opening auction on FX market

To increase pricing efficiency on FX Market there will be implemented Opening auction. 

Instruments traded with discount/premium to WAP USDRUB_TOM on 11:30 MSK

Reminder: earlier announced new instrument will be available for real trades.

ASTS Bridge software and bridge interfaces support roadmap

Please note that the decommission of versions of interfaces older than two years is planned on the release date.

Starting from 6 December 2021 the following software versions will no longer be supported:
- ASTS Bridge older than 4.3.5

Update of MFIX Transactional, FIFO MFIX Trade and FAST UDP multicast services

Announced services update is planned on the release date.

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