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29.09.2025 16:39

Update of MFIX Transactional and FAST USP multicast services

We would like to introduce new versions of MFIX Trade and FAST UDP multicast services of Securities and FX markets. INET environment will be available for testing starting from October, 03, 2025.

Expected production launch date December 08, 2025.

FIX v4.9.5:

New fields were added to the Execution Report message in support of additional sessions of weekend trading:

  • TradeSessionDate (10529) – Date of trading session where the order or trade was registered
  • OrderDate (18183) – calendar date of order entry
  • TradeDate (75) – calendar date of trade

TradeSessionDate (10529) and OrderDate (18183) fields are also added to Trade Capture Report message.

You may find updated service specifications with list of changes on FTP: https://ftp.moex.com/pub/FIX/ASTS/docs/test

FAST v.5.1:

New release with support of weekend trading session functionality and new fields with upper/lower price limits

  • New field MDEntryDate (272) in OLR and OLS feed indicates calendar date of added order
  • New field TradeSessionDate (10529) in OLR and OLS feed indicates date of trading session for added order
  • New field MDEntryDate (272) in TLR and TLS feed indicates calendar date of a trade
  • New field TradeSessionDate (10529) in TLR and TLS feed indicates date of trading session for a trade
  • New field WeekEndSession (10528) in IDF feed indicates that security can be traded in weekend session
  • New values of TradSesStatus (340) field of Trading Session Status (h) message indicate beginning and end of weekend trading session
  • New group with MDEntryType="G" in 35=W и 35=X messages of MSR/MSS feeds contain the following new fields:
    • PMLUpperLimit(10530) – upper limit of price for new orders
    • PMLLowerLimit(10531) – lower limit of price for new orders


You may find updated service specifications with list of changes on FTP: https://ftp.moex.com/pub/FAST/ASTS/docs/test

Please note that FAST compression template has been updated. New template file is also located at FTP server: https://ftp.moex.com/pub/FAST/ASTS/template/test

PLEASE NOTE that changes to the FAST ASTS protocols are not backward compatible and will require modifications to client software.

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