New trading boards for Links with Foreign liquidity providers project
Moscow Exchange informs you about new boards that will be added in production environment of the securities market trading system on 27 September 2021 as a part of Links with Foreign liquidity providers project technical launch.
On this stage, trading boards will be available for real trading without Liquidity providers participate.
Board | Trade mode | Board name | Settlement code | Information about available instruments |
---|---|---|---|---|
TQBD | Main T+ trading mode | T+: FRGN stocks, DRs USD | Y2 | All the instruments traded at FQBR |
PTSD | Negotiated deals with CCP | NDM w/CCP: FRGN stck, DRs USD | Y0-Y2 | All the instruments traded at FTEQ |
PSSD | Negotiated deals | Neg. deals: FRGN stocks USD | T0, Z0, Bn | All the instruments traded at FSEQ |
TQDD | Main T+ trading mode | T+: inv. risk stocks FRGN USD | Y2 | Will be added later |
PTDD | Negotiated deals with CCP | NDM w/CCP: i rsk stck FRGN USD | Y0-Y2 | Will be added later |
PSDD | Negotiated deals | Neg deals: i rsk stck FRGN USD | T0, Z0, Bn | Will be added later |
Also, there are new boards LNKU T+: Links USD and LNKE T+: Links EUR in the INET_GATEWAY test environment to test pre-matching technology in trades with liquidity providers. As a part of the project, the technology of preliminary matching was implemented to provide trades between Trading members who raise additional foreign liquidity and Liquidity providers.
Please note that new boards are intended for test purpose only and will be removed after the project production launch.
You may find technical details description in the document from MOEX FTP server:
https://ftp.moex.com/pub/ClientsAPI/ASTS/docs/Pre-matched_trades_with_Foreign_Liquidity_eng.pdf
IT news |