Changes in the FAST and SIMBA protocols in the SPECTRA 9.0

Moscow Exchange announces changes to FAST SPECTRA and SIMBA SPECTRA protocols of the Derivatives Market which are scheduled to be rolled out on March 23, 2026, as part of the Spectra 9.0 version. We will provide further notice if there are any changes to the date.

PLEASE NOTE that changes to the FAST SPECTRA and SIMBA SPECTRA protocols are not backward compatible and will require modifications to client software.
Changes to the FAST protocol::
1. TradingSessionStatus message:

• Message id has been changed from 41 to 46.
• Fields TradSesIntermClearingStartTime and TradSesIntermClearingEndTime have been removed.
• Added fields:
  • SettlSessBegin - date and time of the beginning of the settlement session in the format: YYYYMMDDHHMMSSsss
  • ClrSessBegin - date and time of the beginning of the clearing session in the format: YYYYMMDDHHMMSSsss

2. In the SecurityDefinition message, in the Flags field, the purpose of the flag '0x80000' has been redefined. Now it is: Scheduled execution or execution in a clearing session:

• '0' - in a clearing session
• '1' - on schedule

3. SecurityDefinition message:

• The description of the field group EventType=7, EventDate, EventTime has been changed.
• The description of the field group EventType=101, EventDate, EventTime has been changed.
• The description of the field pair MaturityDate and MaturityTime has been changed.

Changes to the SIMBA SPECTRA protocol::
1. The message schema version (version attribute in the sbe:messageSchema element) has been changed from 6 to 8.
2. TradingSessionStatus message:

• Message identifier msg id has been changed from 23 to 26.
•  Fields TradSesIntermClearingStartTime and TradSesIntermClearingEndTime have been removed.
• Added fields:
  • SettlSessBegin - date and time of the beginning of the settlement session in the format: YYYYMMDDHHMMSSsss
  • ClrSessBegin - date and time of the beginning of the clearing session in the format: YYYYMMDDHHMMSSsss

3. In the SecurityDefinition message, in the Flags field, the purpose of the flag '0x80000' has been redefined. Now it is: Scheduled execution or execution in a clearing session:

• '0' - in a clearing session
• '1' - on schedule

4. SecurityDefinition message:

• The description of the field group EventType=7, EventDate, EventTime has been changed.
• The description of the field group EventType=101, EventDate, EventTime has been changed.
• The description of the field pair MaturityDate and MaturityTime has been changed.

Updated documentation and message schemas can be found at the following links:

https://ftp.moex.com/pub/FAST/Spectra/test/FAST_9.0/
https://ftp.moex.com/pub/SIMBA/Spectra/test/T1/SIMBA_9.0/