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08.08.2022 18:23

T1 test environment upgrade to SPECTRA v7.3

Dear derivatives market test environment users,

Derivatives market T1 test environment is upgraded to SPECTRA 7.3 version.

List of key changes:

  1. Implementation of possibility of forced obligation cessation for perpetual futures contracts.
  2. Changes to prohibition system. Now the system allows to place prohibitions with a priority set by user and this priority will be higher than that of an automatic prohibition set by the system (priority can be from 1 to 9).
  3. Changes to FAST and CGate APIs – fields added and removed.
  4. Changes to reports:
    mmfutXXYY, mmopt_averageXXYY, clients, f04, f04cl,
    о04, o04cl, multilegf04, multilegf04cl
  5. Changes to Derivatives market terminal:
  • New custom priorities in prohibition system.
  • New fields were added to ‘Information’, ‘Financial instruments’, ‘Your orders/ requests’, ‘All trades/ requests’, ‘Your trades/ requests’ windows.
  • New field was added to ‘Positions/ requests’, ‘Positions by settlement accounts’ windows.
  • For exercising of perpetual futures perpetual futures.
  • New parameter was added to ‘Information’ and ‘Financial instruments’ windows.

 

Full changes list can be found int the attached file.

Software distributives, schemes and documentation are available at the links:

https://ftp.moex.com/pub/ClientsAPI/Spectra/CGate/test/
https://ftp.moex.com/pub/ClientsAPI/Spectra/SpectraIM/Test/
https://ftp.moex.com/pub/Terminals/Spectra/Test/
https://ftp.moex.com/pub/OTC/RFS_IQS/test/OTCGate/

Order of testing for forced obligation cessation for perpetual futures will be announced in near future.

Planned date for production release – 26th of September 2022.

Attachment

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