MOEX Group
Registration
0
0
Ru  /  En
  • Markets
  • Indices
  • Market data
  • Listing
  • Connectivity
  • News and events
  • About MOEX
  • Investor Relations
National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
News and events

News and events

Newsroom
Events calendar
Subscription management
Subscription Print version
28.06.2016 14:50

Spectra v. 5.0 release

Moscow Exchange would like to inform you that SPECTRA trading system version 5.0 is scheduled to roll on production for 4 July 2016.

We would like to inform you that on 2 July 2016 the production version of SPECTRA trading system will be available for functional testing by Trading Participants. Testing schedule will be sent out to the subscriptions lists later.

If you would like to participate in system testing, please email your request to help@moex.com before 17:00 MSK on 30 June 2016. Your request should contain the following details:

  • Contact person responsible for testing.
  • Broker.
  • Login and clearing register used for testing.
  • IP address.
  • If dedicated FORTS access server is used, please provide its IP address.

Clients who have not submitted their request on time, will not be allowed to participate in functional testing.

If you have already sent testing participation request, it would be transferred to new date automatically.

Please pay attention to the testing admission procedure:

For all Plaza2 gates and trading terminals logins participating in testing the passwords will be reset to 12345. Please change the new test password in the client_router.ini file for testing period and revert it to your production password after the testing is complete.

Critical changes in v. 5.0:

1. Starting from v. 5.0 Plaza2 library versions 198 or below will not be supported. This change do not has backward compatibility, clients software that uses Plaza2 libraries 196 or below won"t be able to connect to trading system. Please, ensure that your software uses latest versions of Plaza2 libraries.

2. Starting from v. 5.0 only Spectra terminals v. 5.00.667 or above will be supported.

3. Changes for TWIME and FIX protocol:

When using the OrderMassCancelRequest message, the ClOrdID field of the OrderCancelResponse/ExecutionReport reply message will contain the client IDs of the orders cancelled via the OrderMassCancelRequest.

4. Due to changes in indexes calculation and translation replication stream RTS_INDEXLOG_REPL translation will be ceased.

What"s new in v.5.0:

1. Step three of billing subsystem update.

2. New margin layer over Settlement Accounts.

3. New options" risk calculation algorithm.

4. Wrong-way risk.

5. New options" maturity parameter.

6. Balancing (netting) risk service between the derivatives and FX markets is resumed.

New version distributives are available at:

ftp://ftp.moex.com/pub/FORTS/test/CGate/

New versions for SPECTRA terminals are available at:

ftp://ftp.moex.com/pub/FORTS/Terminals/Spectra.

Business descriptions for v. 5.0. changes are available at: http://moex.com/n12936/?nt=107

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

IT news