SPECTRA 7.0 T1 test environment upgrade
Derivatives market test environment is updated to SPECTRA 7.0 version
List of key changes:
1. New instruments on the Derivatives Market - Equity Options
2. Forming the name in characters for a series/equity option
3. Changes in the calculation of available funds for equity options in TS Spectra
4. New indicator - amount of the premium payable/receivable at the nearest clearing session
5. Change of the schedule of clearing sessions and unified start of the evening trading session
6. Exercise of equity options
7. Changes in Black-Scholes formula and risk calculation
8. Prohibitions on equity options
9. Changes in reports
10. Calculation of fees for equity options
11. Changes applied to Moex Spectra Terminal
12. Trade instructions and market data format are not changed
13. Changes to the CGate Gateway user interface
14. Changes in the command scheme repository
15. Changes applied to FAST
16. Changes applied to SIMBA SPECTRAFull 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/CGate/test/
https://ftp.moex.com/pub/ClientsAPI/Spectra/SpectraIM/Test/
https://ftp.moex.com/pub/FAST/Spectra/test/
https://ftp.moex.com/pub/SIMBA/Spectra/test/