27.05.2016 18:49

SPECTRA FIX update

Dear MOEX Derivatives FIX gate users,

Please be informed that on 27 May 2016 MOEX is upgrading FIX gate on test environment. Planned date for production roll-on is 27 May 2016 with the SPECTRA release v 5.0

What"s new in this version:

  • Incorrect response Order Cancel Reject with text "35;Invalid input parameters" was fixed. In response on Order Cancel/Replace Request with new volume OrderQty less or equal matched volume CumQty, Fix Gate will always send Execution Report (Replace, Filled) message.
  • Incorrect value in OrdStatus field in Order Cancel Reject message in case if order was rejected due to status Pending New, Pending Cancel or Pending Replace in FIX Gate, was fixed.
  • ClOrdLinkID field was replaced with MatchRef field.
  • Missed Execution Report with order"s status "expired" when order in status Pending Cancel or Pending Replace was fixed.
  • Optimized productivity.

Change log and documentation for developers are available at our ftp site: ftp://ftp.moex.com/pub/FIX/Spectra/test/docs/.

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

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