08.11.2021 15:57
Spectra T1 test environment upgrade v6.15
Dear derivatives market users,
Derivatives market test environment is updated to SPECTRA 6.15 version
List of key changes:
- All information from reports f07, o07 will be included in the data on the derivatives market provided through ISS. After the period of parallel expires (3 months), reports f07, o07 will no longer be uploaded to ftp.
- Unification of the clearing fee for contract exercising - in the TS Spectra version 6.15, the fixed rate of fee for the exercising was replaced with its percentage.
- Transfer of funds between BFs belonging to different Settlement Accounts prohibited in the derivatives market terminal (Moex Spectra Terminal).
- The concept of a settlement period is introduced for interest rate futures (monthly interest rate futures for RUONIA indices, ruble RUSFAR, dollar RUSFAR, MosPrime rate).
- The service for calculating and publishing the indicative variation margin was changed, now the calculation and publication of data takes into account the life cycle of a trading session.
- A mechanism for notifying clients about the use of deprecated commands, tables and fields in schemas was implemented.
- Changes applied to Moex Spectra Terminal - risk balancing between the Derivatives Market and FX Market will no longer be supported. Also, the withdrawal of funds using the trading terminal is prohibited.
- Improvements to password change utility
- Changes to CGate user interface
Full list of changes can be found in the attached file.
Software distributives. Scheme files and documentation can be found here:
https://ftp.moex.com/pub/ClientsAPI/Spectra/SpectraIM/Test/
https://ftp.moex.com/pub/ClientsAPI/Spectra/CGate/test/
https://ftp.moex.com/pub/Terminals/Spectra/Test/https://ftp.moex.com/pub/OTC/RFS_IQS/test/OTCGate/
Planned release date is 6th of December 2021.