Spectra T0 test environment upgrade v6.18

Dear Derivatives market test environment users,

The Derivatives market T0 test environment is updated to Spectra version 6.18 and is available for connecting.

List of key changes:

· A new type of Derivatives Market instruments - daily futures contract with automatic prolongation on the foreign exchange to Russian ruble rate.
· Changes in FORTS_REFDATA_REPL and FORTS_CLR_REPL streams
· FAST protocol
· In SecurityDefinition message, new CFI Code for Futures in Moscow Exchange: 'JFTXCC' - Daily futures contract with automatic prolongation
· In 'Market Data - Snapshot / Full Refresh (W)'and 'Market Data - Incremental Refresh (X)' messages, new value for 'MDEntryType' field: 'u' - Swap rate - rate for transferring a position on a CFD futures to the next trading session.
· SIMBA protocol
· In SecurityDefinition message, new CFI Code for Futures in Moscow Exchange: 'JFTXCC' - Daily futures contract with automatic prolongation
· Changes to reports
· New field in the ‘f07’ report: SWAP_RATE- rate for transferring a position on a CFD futures to the next trading session.

One-day futures with auto-prolongation have been launched for the dollar/ruble, euro/ruble, yuan/ruble currency pairs. The codes of the instruments are: USDRUBF, CNYRUBF, EURREBF.

Full list of changes is attached.

Software distributives, schemes and documentation will be available via links:
https://ftp.moex.com/pub/ClientsAPI/Spectra/CGate/test/6.18/
https://ftp.moex.com/pub/OTC/RFS_IQS/test/OTCGate/6.18Production release for SPECTRA 6.18 trading and clearing system is scheduled for 25 April 2022.

Attachment

Perpetual Futures