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28.10.2021 11:41

Changes to TWIME protocol for iceberg orders

Dear derivatives market customers,

On 30th of October, 2021, we will implement changes TWIME protocol concerning iceberg orders on production environment. Following fields values will be behaving according to specification:

- OrderID, LastQty, OrderQty fields in ExecutionSingleReport and ExecutionMultilegReport messages

- OrderQty field for NewOrderIcebergResponse message

The protocol specification is available at https://ftp.moex.com/pub/TWIME/prod/doc/

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30.10.2021
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