02.06.2023 14:10
ISS changes
Dear clients of the Moscow Stock Exchange,
We inform you that from June 10, 2023, changes are planned in ISS:
A new query containing static parameters of the Derivatives market will be added https://iss.moex.com/iss/rms/engines/futures/objects/staticparams?lang=en
New fields will be added to the request https://iss.moex.com/iss/rms/engines/futures/objects/limits?lang=en
Updated structure:
| name | short_title |
| TRADEDATE | Settlement date |
| ASSETCODE | Underlying asset |
| MR1 | Minimum margin rates, level 1 |
| MR2 | Minimum margin rates, level 2 |
| MR3 | Minimum margin rates, level 3 |
| LK1 | Concentration limit, 1st levels |
| LK2 | Concentration limit, 2nd levels |
| TITLE | Futures |
| GROUP_TITLE | Futures Group |
| UPDATETIME | Updated date-time |
| vcb | Underlying asset's code |
| cl1 | Minimum margin rates, level 1 (will be deleted later) |
| cl2 | Minimum margin rates, level 2 (will be deleted later) |
| mr | Minimum margin rates, level 1 (will be deleted later) |
| mr_cl1 | Minimum margin rates, level 2 (will be deleted later) |
| mr_cl2 | Minimum margin rates, level 3 (will be deleted later) |
New fields will be added to the request https://iss.moex.com/iss/rms/engines/futures/objects/cashflow
Updated structure:
| name | short_title |
| TRADEDATE | Settlement date |
| ASSETCODE | Underlying asset |
| T | Cash flow date |
| CF | Anticipated dividend payments |
| CFRISK | Risk rate of cash flow change |
| CFTYPE | Dividend type |
| UPDATETIME | Updated date-time |
| BASE_CONTRACT_CODE | Underlying asset (will be deleted later) |
| CORPORATE_ACTION_DATE | Ex-dividend date (will be deleted later) |
| CASH_FLOW | Expected dividend payments on the stock, being the underlying asset of a futures contract, CF (Fut) (will be deleted later) |
In requests https://iss.moex.com/iss/rms/engines/futures/objects/limits and https://iss.moex.com/iss/rms/engines/futures/objects/cashflow the history will start accumulating (the parameter will be available ?date).