02.02.2022 12:20
Changes to derivatives market reports format
Dear Trading Members!
We’d like to inform that formats of two reports of the Derivatives Market will be changed from April 1, 2022.
Two fields will be added to the reports fordlogXXYY.csv/oordlogXXYY.csv – "Log of orders for futures/option contracts for the Brokerage firm and its clients, where XXYY is the code of the Brokerage Firm". The fields will be added to the end of the file.
| Field name | Type | Description |
|---|---|---|
| mm | I1 | Sign of the market-maker order (0 – not market maker order; 1 - order submitted in fulfillment of the obligations of the market maker) |
| actualmm | I1 | Validation of the market-maker order (0 – the order does not comply with the terms of the obligations of the market maker under the contract and/or regulatory requirements; 1 - the order meets the terms of the obligations of the market maker contract and regulatory requirements) |
The changes are related to of the Instruction of Central Bank of the Russian Federation 5848-U dated June 30, 2021. The Instruction will entry into force on April 1, 2022.