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17.01.2014 19:24

Derivatives market UAT environment update

Dear clients,

Moscow Exchange would like to inform you that from 18 to 20 January 2014 the UAT environment will be updated to version 3.9.5:

What"s new in the upcoming release:

New data filtering rules for erroneous transactions fees: 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 for Standard market will be discontinued. Planned close date for UAT environment is 22 January 2014.
  • Main spot delivery term for Standard market will be changed from T+4 to T+2. Planned date for UAT environment change is 22 January 2014.

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).

New fields in fut_MM_info/opt_MM_info tables of the FORTS_MM_REPL replication stream will be available:

    fulfil_min – percentage of minimal fulfillment of obligations per trading session;

    fulfil_partial - percentage of partial fulfillment of obligations per trading session;

    fulfil_total - percentage of total fulfillment of obligations per trading session;

    is_fulfil_min – current status of the minimal fulfillment of obligations;

    is_fulfil_partial – current status of partial fulfillment of obligations;

    is_fulfil_total – current status of total fulfillment of obligations.

  • 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 = 0x7FFF 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.

Starting from 21 January 2014 the new schemes and distributives will be available at: ftp://ftp.moex.com/pub/FORTS/test/

New distributives will use Plaza II build 198.

What"s new in PlazaII build 198:

Logging timestamps are available in microseconds. The log will show time in microseconds elapsed from the moment of API session restart (logtime=6 parameter).

  • For servers with several network interfaces it is now possible to choose an IP address to use for API logon session.

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