13.01.2014 16:26

Derivatives market release schedule

Moscow Exchange would like to inform you about first release schedule for Derivatives market in 2014:

  1. UAT environment roll — 18-20 January 2014.
  2. Production roll — 15 February 2014.

What's new in the upcoming release:

  • New data filtering rules for erroneous transactions: for "Clearing Firm" access level logins the erroneous transactions list as well as the fees for erroneous transactions made by all Clearing Firm logins will now be available.
  • Evening session Close for Standard market will now be available.
  • Main spot delivery term for Standard market will be changed from T+4 to T+2.
  • Detailed breakdown of the Market Making obligations through PlazaII API and FORTS terminal will be changed: Market Making obligations will be displayed per client (7-digit partitions).
  • Processing logic for all replication feeds except FORTS_FUTTRADE /OPTTRADE_REPL and FORTS_ORDLOG_REPL will be changed for PlazaII API users.
  • Additional CG_MSG_P2REPL_CLEARDELETED event (or, in case of ClientGate, StreamDatumDeleted event of the P2ReplStream object) for tables with revision number equal to max_big_int = 263-1 = 0×7FFF FFFF FFFF FFFF. In case such event occurs, the user must clear inner data structures for the corresponding table, and then it will be possible to receive data for tables with any revision number starting from 1.

Detailed development documentation and links to the new versions of the software will be published once the new release is available for testing on UAT environment.

If you have any questions, please contact Moscow Exchange technical support at +7 (495) 733-9507 or email us at help@moex.com.

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