Changes to the scheme and specification of the SIMBA SPECTRA protocol
Dear derivatives market customers,
On 13th of November 2021 we will make changes to SIMBA SPECTRA protocol message scheme and specification. Message scheme version will not be changed.
In OrderExecution (msg id=6) message:
• MDEntryPX field type is changed to Decimal5NULL.
• MDEntrySize field type is changed to Int64NULL.
In messages scheme for certain decimal types Decimal5NULL and Decimal2NULL for mantissa minValue and maxValue attributes are added.
New documentation and scheme can be found here:
https://ftp.moex.com/pub/SIMBA/Spectra/prod/doc/spectra_simba_ru.pdf
https://ftp.moex.com/pub/SIMBA/Spectra/prod/doc/spectra_simba_en.pdf
https://ftp.moex.com/pub/SIMBA/Spectra/prod/simba_spectra.xml
New message dumps in pcap format can be found here:
https://ftp.moex.com/pub/SIMBA/Spectra/prod/pcap