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14.10.2022 15:32

BestPrices message in SIMBA SPECTRA

Dear T1 test environment SIMBA SPECTRA protocol users,

Currently SIMBA SPECTRA protocol does not specify whether BestPrices messages are sent as a single packet or as a part of a packet with a transaction updates.

After implementation of Opening Auction on Derivatives market in December 2022 in some cases as a result of fragmentation of big data blocks, part of BestPrices messages will be sent as a separate packet. For uniformity we have decided to send BestPrices as a separate packet in all cases.

To help users adapt to new behavior, starting October 17th 2022 on T1 test environment SIMBA SPECTRA will be reconfigured to send BestPrices separately at the beginning of a matching transaction.

Opening Auction functionality will be available for testing with SPECTRA 7.6 release on T1 test environment.

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17.10.2022