Binary protocol update for Derivatives market

Dear MOEX Derivatives market users,

Please be informed that new transactional binary protocol for derivatives market TWIME will be updated on test environment starting from 1  February 2016. We are glad to invite our clients to participate in testing. Your feedback is welcomed at help@moex.com

What"s new in version 1.1.3:

·         Type for field CheckLimit in NewOrderSingle message was changed to CheckLimitEnum. Field TimeInForce became mandatory.

·         Field ClOrdId became non-mandatory in OrderReplaceReject response message (message id=7006).

·         Message SessionReject (message id=5008) was added – response for invalid client"s request.

·         Message SystemEvent (message id=7011) was added – synchro events from Trading system.

·         Numeration for application layer messages was changed from 6006-6016 to 7000-7010

·         Restriction for sending more, then 3 heartbeat messages per second was added. If threshold is crossed, client"s session will be forcedly dropped.

·         For all application layer messages order was changed. At first 8-byte fields were placed, then 4-byte fields, then other integer-valued, and then – char fields.

·         New message scheme was implemented (id=19781). Messages with wrong scheme"s id will break connection with TWIME gate.

·         Bugs fixed.

Address to connect for leased lines and collocation users - 91.203.252.38:9000

Address to connect for internet users - 91.208.232.244:9000

Specifications and samples for developers are available at our ftp site - ftp://ftp.moex.com/pub/FORTS/test/TWIME/

For further information, please contact the Public Relations Department at (495) 363-3232.