Planned changes in trading reports on securities and FX markets
Dear Trading members,
Moscow Exchange informs you about the following changes in trading XML-reports that take effect from the next release date on 27 September 2021.
New field in FX market Analytical accounting trades report
The RECORDS node of the CUX33 Trades report (analytical accounting) will be supplemented with the new FixingRate field. The Price field for trades with the new instrument USDRUB_WAPV will contain discount (negative) value or premium (positive) value to WAP value calculated at 11:30 MSK.
Also, CUX22 and CUX23 reports will contain data per orders and trades with USDRUB_WAPV.
List of changes in structure of reports are available at MOEX website. You may find XSD scheme and XSLT style of the new report at FTP server.
New field in the Securities market Register of transactions of SMA users report
The SEM42 Register of transactions of sponsored market access (SMA) users report will be supplemented with the MMOrder field in the RECORDS node to highlight market makers orders.
New field and delivery procedure for SEM02D and SEM03D registers
Due to deposit contracts will be available to be entered and concluded after 19:00 during the evening session, the Orders for deposit contracts conclusion register SEM02D and the Offers register SEM03D will be both supplemented with the DocDayNo field in the RECORDS node to identify register formed after main trading session and register formed after the whole trading day.
Registers SEM02D and SEM03D will be formed twice a trading day:
· the first reports with data per orders/offers before 19:00, delivered at usual time; · the second reports with data per orders/offers of the whole trading day including orders/offers entered after 19:00 during evening session, delivered at night.
You may find specifications of securities market reports at the MOEX website. XSD schemes and XSLT styles are available at FTP server.
Please note new XSD schemes and XSLT styles RptClients_10082021 of Report on registered clients at MOEX FTP server.